Smoothed estimator of quantile residual lifetime for right censored data

doi:10.1007/s11424-015-3067-7

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	Smoothed estimator of quantile residual lifetime for right censored data
	Zhang Li 1; Liu Peng 2; Zhou Yong1,2
	2015-12-01
发表期刊	JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY
ISSN	1009-6124
卷号	28 期号:6 页码:1374-1388
摘要	It is of great interest to estimate quantile residual lifetime in medical science and many other fields. In survival analysis, Kaplan-Meier (K-M) estimator has been widely used to estimate the survival distribution. However, it is well-known that the K-M estimator is not continuous, thus it can not always be used to calculate quantile residual lifetime. In this paper, the authors propose a kernel smoothing method to give an estimator of quantile residual lifetime. By using modern empirical process techniques, the consistency and the asymptotic normality of the proposed estimator are provided neatly. The authors also present the empirical small sample performances of the estimator. Deficiency is introduced to compare the performance of the proposed estimator with the naive unsmoothed estimator of the quantile residaul lifetime. Further simulation studies indicate that the proposed estimator performs very well.
关键词	Empirical process estimating equation influence curve Kaplan-Meier estimator kernel smoothing quantile residual lifetime right censored data
DOI	10.1007/s11424-015-3067-7
语种	英语
资助项目	National Natural Science Foundation of China[71271128] ; State Key Program of National Natural Science Foundation of China[71331006] ; NCMIS ; Key Laboratory of RCSDS, CAS ; IRTSHUFE, PCSIRT[IRT13077] ; Graduate Innovation Fund of Shanghai University of Finance and Economics[CXJJ-2011-429]
WOS研究方向	Mathematics
WOS类目	Mathematics, Interdisciplinary Applications
WOS记录号	WOS:000365875400010
出版者	SPRINGER HEIDELBERG
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/21440
专题	应用数学研究所
通讯作者	Zhang Li
作者单位	1.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai 200433, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Zhang Li,Liu Peng,Zhou Yong. Smoothed estimator of quantile residual lifetime for right censored data[J]. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,2015,28(6):1374-1388.
APA	Zhang Li,Liu Peng,&Zhou Yong.(2015).Smoothed estimator of quantile residual lifetime for right censored data.JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,28(6),1374-1388.
MLA	Zhang Li,et al."Smoothed estimator of quantile residual lifetime for right censored data".JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY 28.6(2015):1374-1388.