Comparing quantile residual life functions by confidence bands

Abstract

A quantile residual life function is the quantile of the remaining life of a surviving subject, as it varies with time. In this article we present a nonparametric method for constructing confidence bands for the difference of two quantile residual life functions. These bands provide evidence for two random variables ordering with respect to a quantile residual life order introduced in Franco-Pereira et al. (2010). A simulation study has been carried out in order to evaluate and illustrate the performance and the consistency of this new methodology. We also present applications to real data examples.Quantile residual life, Confidence bands