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Smoothed estimator of quantile residual lifetime for right censored data
Zhang Li1; Liu Peng2; Zhou Yong1,2
AbstractIt 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.
KeywordEmpirical process estimating equation influence curve Kaplan-Meier estimator kernel smoothing quantile residual lifetime right censored data
Funding ProjectNational 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 Research AreaMathematics
WOS SubjectMathematics, Interdisciplinary Applications
WOS IDWOS:000365875400010
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Document Type期刊论文
Corresponding AuthorZhang Li
Affiliation1.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
Recommended Citation
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.
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