UNIFORM ASYMPTOTICS IN THE EMPIRICAL MEAN RESIDUAL LIFE PROCESS

Title & Authors
UNIFORM ASYMPTOTICS IN THE EMPIRICAL MEAN RESIDUAL LIFE PROCESS
Bae, Jong-Sic; Kim, Sung-Yeun;

Abstract
In [5], Csorgo and Zitikis exposed the strong $\small{uniform-over-[0,\;{\infty}]}$ consistency, and weak $\small{uniform-over-[0,\;{\infty}]}$ 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].
Keywords
empirical mean residual life process;uniform law of large numbers;uniform central limit theorem;uniform law of the iterated logarithm;
Language
English
Cited by
1.
Life expectancy of a bathtub shaped failure distribution, Statistical Papers, 2010, 51, 3, 599
2.
On the Nonparametric Mean Residual Life Estimator in Length-biased Sampling, Communications in Statistics - Theory and Methods, 2015, 44, 3, 512
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