Confidence bands for percentile residual lifetime under random censorship model

Confidence bands for percentile residual lifetimes

Bootstrap likelihood ratio confidence bands for survival functions under random censorship and its semiparametric extension

Simultaneous confidence bands (SCBs) for survival functions, from randomly right censored data, can be computed by inverting likelihood ratio functions based on appropriate thresholds. Sometimes, however, the requisite asymptotic distributions are intractable, or thresholds based on Brownian bridge approximations are not easy to obtain when SCBs over only sub-regions are possible or desired. We...

Estimation of a monotone percentile residual life function under random censorship.

In this paper, we introduce a new estimator of a percentile residual life function with censored data under a monotonicity constraint. Specifically, it is assumed that the percentile residual life is a decreasing function. This assumption is useful when estimating the percentile residual life of units, which degenerate with age. We establish a law of the iterated logarithm for the proposed esti...

Simultaneous confidence bands for a percentile line in linear regression

Construction of simultaneous confidence bands for a percentile line in linear regression has been considered by several authors. But only conservative symmetric bands, which use critical constants over the whole covariate range (−∞, ∞), are available in the literature. New methods allow the construction of exact symmetric bands for a percentile line over a finite interval of the covariate x. Th...

Linear Wavelet-Based Estimation for Derivative of a Density under Random Censorship

In this paper we consider estimation of the derivative of a density based on wavelets methods using randomly right censored data. We extend the results regarding the asymptotic convergence rates due to Prakasa Rao (1996) and Chaubey et al. (2008) under random censorship model. Our treatment is facilitated by results of Stute (1995) and Li (2003) that enable us in demonstrating that the same con...