This article focuses on the estimation of percentile residual life function with left-truncated and right-censored data. Asymptotic normality and a pointwise confidence interval that does not require estimating the unknown underlying distribution function of the proposed empirical estimator are obtained. Some simulation studies and a real data example are used to illustrate our results.
- Confidence interval
- Left-truncated and right-censored data
- Percentile residual life function
- TJW product-limit process
ASJC Scopus subject areas
- Statistics and Probability