UNIFORM ASYMPTOTICS IN THE EMPIRICAL MEAN RESIDUAL LIFE PROCESS

Precise Asymptotics in Complete Moment Convergence of the Uniform Empirical Process

In this paper, we investigate the Precise asymptotics in complete moment convergence of the uniform empirical process.

Conditional Mean Residual Life Estimation

Limiting Behaviour of the Mean Residual Life

In survival or reliability studies, the mean residual life or life expectancy is an important characteristic of the model. Here, we study the limiting behaviour of the mean residual life, and derive an asymptotic expansion which can be used to obtain a good approximation for large values of the time variable. The asymptotic expansion is valid for a quite general class of failure rate distributi...

Pointwise and uniform asymptotics of the Vervaat error process

It is well known that, asymptotically, the appropriately normalized uniform Vervaat process, i.e., the integrated uniform Bahadur–Kiefer process properly normalized, behaves like the square of the uniform empirical process. We give a complete description of the strong and weak asymptotic behaviour in sup-norm of this representation of the Vervaat process and, likewise, we study also its pointwi...

Smooth estimation of mean residual life

Abstract: We propose here a smooth estimator of the mean residual life function based on randomly censored data. This is derived by smoothing the product-limit estimator using the Chaubey-Sen technique (Chaubey and Sen (1998)). The resulting estimator does not suffer from boundary bias as is the case with standard kernel smoothing. The asymptotic properties of the estimator are investigated. We...