Nonparametric Estimation of Mean Residual Life Function Using Scale Mixtures
نویسندگان
چکیده
Abstract The mean residual life function (mrlf) of a subject is defined as the average residual lifetime of the subject given that the subject has survived up to a given time point. A smooth nonparametric estimator of the mrlf is proposed using a scale mixtures of the empirical estimate of the mrlf. Asymptotic properties are established. The performances of the proposed estimator are studied based on simulated data sets and finally, a real data set is used to illustrate the practical relevance of the proposed estimator.
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