统计与管理学院2016年学术报告第10期

【主  题】Nonparametric estimate of conditional quantile residual lifetime for right censored data

【报告人】 刘玉涛

中央财经大学

【时  间】 2016年4月18日（星期一）10:00－11:00

【地  点】 上海财经大学统计与管理学院大楼1208室

【摘  要】 Residual lifetime is the remaining time of life, provided that individual has survived over some time. It is always encountered in medical situations and nancial areas, and many methods has been developed. Amongs these methods, quantile residual lifetime is often considered especially when the right tail of the distribution is of interest. In this paper,a model in presence of covariates, which have some contribution to the residual lifetime, is considered. A nonparametric method is proposed to get an estimate of the conditional quantile residual lifetime by constructing an estimating equation. Asymptotic properties are established and a resampling method is adopted to estimate the asymptotic variance. Simulation studies are conducted to assess finite-sample performance of the estimate and an application of the proposed method to HIV survival data is proceeded.

【邀请人】 韩邈