Berry-Esseen bounds for the percentile residual life function estimators

Mu Zhao, Hongmei Jiang*

*Corresponding author for this work

Research output: Contribution to journalArticle

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 languageEnglish (US)
Pages (from-to)133-140
Number of pages8
JournalStatistics and Probability Letters
Volume104
DOIs
StatePublished - 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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