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- Publisher
- Springer New York
- Copyright
- © Springer Science+Business Media New York 2014
- ISBN
- 978-1-4939-0004-6
- Pages
- 27 –76
- DOI
- 10.1007/978-1-4939-0005-3_3
- Publisher site
- See Chapter on Publisher Site
Abstract
[As mentioned in Chapter 2, the mean residual life function is sensitive to outliers. In this chapter, as an alternative we consider the quantile residual life function, which is robust under any skewed distribution. We first review asymptotic theories of the quantile function and quantile residual life function, and derive the quantile residual life process as a Brownian bridge. We also discuss parametric and nonparametric inferences on the quantile residual life function for one-sample, two-sample, and regression settings.]
Published: Dec 14, 2013
Keywords: Survival Function; Residual Life; Quantile Function; Brownian Bridge; Residual Lifetime