Abstract
This paper discusses nonparametric estimation of quantiles of the residual lifetime distribution. The underlying model is a generalized Koziol–Green model for censored data, which accomodates both dependent censoring and covariate information.
Information
Published: 1 January 2010
First available in Project Euclid: 29 November 2010
MathSciNet: MR2808384
Digital Object Identifier: 10.1214/10-IMSCOLL724
Subjects:
Primary:
62N01
Secondary:
62G08
,
62N02
Keywords:
Archimedean copula
,
asymptotic normality
,
dependent censoring
,
Fixed design
,
Koziol–Green model
,
quantiles
,
Residual lifetime
Rights: Copyright © 2010, Institute of Mathematical Statistics