2015 QPRC

Speaker: Sujit K. Ghosh, NC State University and SAMSI; sghosh2@ncsu.edu

Title:  Nonparametric Estimation of the Conditional Mean Residual Life Function

Abstract:  The conditional mean residual life (MRL) function is the expected remaining lifetime of a system given survival past a particular time point and the values of a set of predictor variables. This function is a valuable tool in reliability and actuarial studies when the right tail of the distribution is of interest, and can be more informative than the survivor function. In this talk, we present theoretical limitations of some semi-parametric conditional MRL models, and propose two nonparametric methods of estimating the conditional MRL function. Asymptotic properties such as consistency and normality of the newly proposed estimators are established. The empirical properties of the proposed estimators, including bootstrap point-wise confidence intervals are illustrated using Monte Carlo simulations and the results based on new estimators are compared with two popular semi-parametric methods of analysis, for varying types of data. This is joint work with Alexander McLain and is based on published literature available online at 
http://link.springer.com/article/10.1007%2Fs10985-011-9197-x