Journal of the
Korean Mathematical Society
JKMS

ISSN(Print) 0304-9914 ISSN(Online) 2234-3008

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J. Korean Math. Soc. 2006; 43(2): 225-239

Printed March 1, 2006

Copyright © The Korean Mathematical Society.

Uniform asymptotics in the empirical mean residual life process

Jongsig Bae and Sungyeun Kim

Sungkyunkwan University, Sungkyunkwan University

Abstract

In [5], Cs$\ddot{\rm o}$rg\H{o} and Zitikis exposed the strong uniform-over-$[0,~\infty)$ consistency, and weak uniform-over-$[0, ~\infty)$ approximation of the empirical mean residual life process by employing weight functions. We carry on the uniform asymptotic behaviors of the empirical mean residual life process over the whole positive half line by representing the process as an integral form. We compare our results with those of Yang [15], Hall and Wellner [8], and Cs$\ddot{\rm o}$rg\H{o} and Zitikis [5].

Keywords: empirical mean residual life process, uniform law of large numbers, uniform central limit theorem, uniform law of the iterated logarithm

MSC numbers: Primary 62N05, 62G15; Secondary 60F17, 60F99

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