RT Journal Article
T1 Estimation of a monotone percentile residual life function under random censorship
A1 Franco Pereira, Alba María
AB 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 estimator, and its n-equivalence to the unrestricted estimator. The asymptotic normal distribution of the estimator and its strong approximation to a Gaussian process are also established. We investigate the finite sample performance of the monotone estimator in an extensive simulation study. Finally, data from a clinical trial in primary biliary cirrhosis of the liver are analyzed with the proposed methods. One of the conclusions of our work is that the restricted estimator may be much more efficient than the unrestricted one.
PB Wiley-VCH Verlag Berlin
SN 0323-3847
YR 2013
FD 2013-01
LK https://hdl.handle.net/20.500.14352/33460
UL https://hdl.handle.net/20.500.14352/33460
LA eng
NO Ministerio de Ciencia, Innovación y Universidades (España)
NO Xunta de Galicia
NO Fondo Europeo de Desarrollo Regional
DS Docta Complutense
RD 10 abr 2025