Berry-Esseen bounds for the percentile residual life function estimators

Mu Zhao; Hongmei Jiang

doi:10.1016/j.spl.2015.05.009

Berry-Esseen bounds for the percentile residual life function estimators

Mu Zhao, Hongmei Jiang^*

^*Corresponding author for this work

Statistics and Data Science

Research output: Contribution to journal › Article › peer-review

Abstract

The Berry-Esseen bounds for two estimators of the percentile residual life function are established. The bound for the kernel estimator is shown sharper than in the previous work. The obtained bounds are applied to study the relative deficiency of the proposed estimators.

Original language	English (US)
Pages (from-to)	133-140
Number of pages	8
Journal	Statistics and Probability Letters
Volume	104
DOIs	https://doi.org/10.1016/j.spl.2015.05.009
State	Published - Sep 1 2015

Keywords

Berry-Esseen bound
Covering probability
Deficiency
Empirical estimator
Kernel estimator
Percentile residual life function

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1016/j.spl.2015.05.009

Cite this

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title = "Berry-Esseen bounds for the percentile residual life function estimators",

abstract = "The Berry-Esseen bounds for two estimators of the percentile residual life function are established. The bound for the kernel estimator is shown sharper than in the previous work. The obtained bounds are applied to study the relative deficiency of the proposed estimators.",

keywords = "Berry-Esseen bound, Covering probability, Deficiency, Empirical estimator, Kernel estimator, Percentile residual life function",

author = "Mu Zhao and Hongmei Jiang",

year = "2015",

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doi = "10.1016/j.spl.2015.05.009",

language = "English (US)",

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AU - Jiang, Hongmei

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AB - The Berry-Esseen bounds for two estimators of the percentile residual life function are established. The bound for the kernel estimator is shown sharper than in the previous work. The obtained bounds are applied to study the relative deficiency of the proposed estimators.

KW - Berry-Esseen bound

KW - Covering probability

KW - Deficiency

KW - Empirical estimator

KW - Kernel estimator

KW - Percentile residual life function

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DO - 10.1016/j.spl.2015.05.009

M3 - Article

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SN - 0167-7152

VL - 104

SP - 133

EP - 140

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

ER -

Berry-Esseen bounds for the percentile residual life function estimators

Abstract

Keywords

ASJC Scopus subject areas

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