• Title/Summary/Keyword: empirical mean residual life process

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ON THE EMPIRICAL MEAN LIFE PROCESSES FOR RIGHT CENSORED DATA

  • Park, Hyo-Il
    • Journal of the Korean Statistical Society
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    • v.32 no.1
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    • pp.25-32
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    • 2003
  • In this paper, we define the mean life process for the right censored data and show the asymptotic equivalence between two kinds of the mean life processes. We use the Kaplan-Meier and Susarla-Van Ryzin estimates as the estimates of survival function for the construction of the mean life processes. Also we show the asymptotic equivalence between two mean residual life processes as an application and finally discuss some difficulties caused by the censoring mechanism.

UNIFORM ASYMPTOTICS IN THE EMPIRICAL MEAN RESIDUAL LIFE PROCESS

  • Bae, Jong-Sic;Kim, Sung-Yeun
    • Journal of the Korean Mathematical Society
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    • v.43 no.2
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    • pp.225-239
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    • 2006
  • In [5], Csorgo and Zitikis exposed the strong $uniform-over-[0,\;{\infty}]$ consistency, and weak $uniform-over-[0,\;{\infty}]$ approximation of the empirical mean residual life process by employing weight functions. We carry on the uniform asymptotic behaviors of the empirical mean residual life process over the whole positive half line by representing the process as an integral form. We compare our results with those of Yang [15], Hall and Wellner [8], and Csorgo and Zitikis [5].

WEAK CONVERGENCE FOR STATIONARY BOOTSTRAP EMPIRICAL PROCESSES OF ASSOCIATED SEQUENCES

  • Hwang, Eunju
    • Journal of the Korean Mathematical Society
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    • v.58 no.1
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    • pp.237-264
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    • 2021
  • In this work the stationary bootstrap of Politis and Romano [27] is applied to the empirical distribution function of stationary and associated random variables. A weak convergence theorem for the stationary bootstrap empirical processes of associated sequences is established with its limiting to a Gaussian process almost surely, conditionally on the stationary observations. The weak convergence result is proved by means of a random central limit theorem on geometrically distributed random block size of the stationary bootstrap procedure. As its statistical applications, stationary bootstrap quantiles and stationary bootstrap mean residual life process are discussed. Our results extend the existing ones of Peligrad [25] who dealt with the weak convergence of non-random blockwise empirical processes of associated sequences as well as of Shao and Yu [35] who obtained the weak convergence of the mean residual life process in reliability theory as an application of the association.