Science China: Mathematics

SCIENCE CHINA
Mathematics
. ARTICLES . doi: 10.1007/s11425-014-4868-1
Quantile residual lifetime for left-truncated and

right-censored data
WANG YiXin1,∗ , LIU Peng2 & ZHOU Yong1,2
1School of Statistics and Management, Shanghai University of Finance and Economics, Shanghai 200433, China;
2Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, China
Email: wangyixin0812@hotmail.com, liupeng@amss.ac.cn, yzhou@amss.ac.cn
Received March 18, 2013; accepted February 13, 2014
Abstract This article proposes a simple nonparametric estimator of quantile residual lifetime function under
left-truncated and right-censored data. The asymptotic consistency and normality of this estimator are proved
and the variance expression is calculated. Two bootstrap procedures are employed in the simulation study,
where the latter bootstrap from Zeng & Lin (2008) is 4000 times faster than the former naive one, and the
numerical results in both methods show that our estimating approach works well. A real data example is used
to illustrate its application.
Keywords left-truncated, right-censored, quantile residual lifetime, empirical process
MSC(2010) 62N01, 90B25
Citation: Wang Y X, Liu P, Zhou Y. Quantile residual lifetime for left-truncated and right-censored data. Sci
China Math, 2014, 57, doi: 10.1007/s11425-014-4868-1
1 Introduction
Residual life at time t is defined as the remaining lifetime of a subject or a unit who has already survived
at least t. This concept is widely used in many life testing trials. For example, in medicine, the patients,
especially those who suffer from a chronic disease like cancer, are interested in knowing their remaining
lifetime. Besides, in a randomized Phase III breast cancer clinical trial, the physician needs to use the
calculated residual life to advise whether a patient should participate in the study to take a different type
of therapy [7]. Residual life function also has a tremendous range of applications in many other studies,
such as to model the duration of strikes, length of wars, job mobility in social science and analysis in the
recidivism [12].
Previous studies on residual life function frequently used two types of measurements, namely, mean
residual life function and median residual life function (more generally, quantile residual life function), to
summarize the survival distribution. Mean residual life function is a conditional concept to describe the
average remaining lifetime given the fact that the subject survived at least t. Yang [20] constructed an
empirical estimator for mean residual life function based on order statistics, and cleared the estimator’s
uniform asymptotic behavior. Later, Hall and Wellner [5] and Csörgő and Zitikis [2] further developed
Yang’s estimator. Guess and Proschan [4] studied the mean residual life in biometric survival analysis.
Gerchak [3] introduced a large number of cases for mean residual life in sociological applications. Recently,
∗ Corresponding author

c Science China Press and Springer-Verlag Berlin Heidelberg 2014 math.scichina.com link.springer.com
2 Wang Y X et al. Sci China Math
Sun and Zhang [15] and Sun et al. [14] studied a more general semiparametric model of mean residual
life function under right-censored data.
Although the theory of mean residual life function is well established, however, it has several drawbacks
compared with the theory of median residual life function [13]. For example, the mean residual life
function does not always exist when the distribution is heavy tailed [11].
In many prospective and retrospective clinical research such as studies on the natural history of
HIV/AIDS [9] and Alzheimer’s disease [16], data are truncated or censored. For such cases, studies
often begin at a pre-determined time, and hence only patients who have survived to that time can be
recruited into the study. Those who died before the recruitment time cannot be observed and thus are
left-truncated. Among those observations, some of them may still be alive at the termination of the study
or lost follow-up. As a result, they are right-censored. Recently, Lin et al. [10] proposed a semiparametric
estimator of the conditional quantile residual lifetime under different covariate effects for censored data.
In this paper we propose a nonparametric estimator of quantile residual lifetime under left-truncated
and right-censored (LTRC) data. First we use TJW method [17] to estimate the distribution function
under LTRC data, which is also the nonparametric maximum likelihood estimator. Then the TJW
estimator can be used to construct estimating equation for quantile residual lifetime that results in a
reasonable estimator of the quantile residual lifetime. We prove the asymptotic consistency and normality
of our proposed estimator. In addition, the closed form of covariance is obtained.
The rest of the paper is organized as follows. In Section 2, we construct an estimating equation accom-
panied with some notation for LTRC data and quantile residual life function. Asymptotic consistency
and normality of the proposed estimator are established in Section 3. In Section 4 we describe the vari-
ance estimating method when performing simulation. Section 5 provides the simulation results to show
it works reasonably under finite sample size. In Section 6 the method is illustrated by a real example.
We finish the paper by discussion in Section 7 and proof details are left in Appendix.
2 Notation and estimation method

2.1 LTRC data and notation
Let (X, T, C) denote a random vector, where X represents the lifetime variable of interest with continuous
distribution function F (·), T is the left truncation random variable with unknown distribution function
G(·) and C is the right censoring random variable with distribution function L(·). Here, we assume
that X, T and C are mutually independent and F (·) is absolutely continuous. In this setting we define
Y = min(X, C), δ = I(X C) and α = P (Y T ) > 0. One observes (Y, T, δ) if Y T . Let W (·)
denote the distribution function of Y , then 1 − W (·) = (1 − F (·))(1 − L(·)) based on the assumption of
independence. Suppose {(Yi , Ti , δi ) : Yi Ti , i = 1, . . . , n} is a sequence of i.i.d. random samples being
observed. Denote
C(z) = P (T z Y |T Y ) = α−1 P (T z C)(1 − F (z−)), (2.1)
and C(z) can be consistently estimated by

n
Cn (z) = n−1 I(Ti z Yi ). (2.2)
i=1
According to Tsai et al. [17], based on {(Yi , Ti , δi ), i = 1, . . . , n}, a consistent estimator of S is

Ŝn (t) = 1 − F̂n (t) = [1 − (nCn (Yi ))−1 ]δi . (2.3)
Yi t
For simplicity, this estimator Ŝn (t) is called the TJW estimator.
Wang Y X et al. Sci China Math 3
For any distribution function H(·), let aH = inf{t : H(t) > 0} and bH = sup{t : H(t) < 1}. We also
assume that aG aW , bG bW and for aW < y < bW ,
y
dW1 (z)
3
< ∞, (2.4)
aW C (z)
where W1 (z) = P (Y z, δ = 1|T Y ). This condition shows that the left truncation is not too heavy.
Under this condition, Ŝn (t) is a consistent estimator of S(t) uniformly in t ∈ (aW , b), b < bF [22].
2.2 Quantile residual life function and its estimation
The τ -quantile residual life function at time t for level τ is defined as
θτ (t) = quantile(X − t|X t). (2.5)
Obviously, the function (2.5) satisfies the relationship P {X − t θτ (t)|X t} = τ, which means
P {X − t θτ (t)} = τ P (X t). Then the survival function of the residual lifetime for a patient
who has survived beyond time t0 , i.e., (X − t0 |X > t0 ), is given as S(t|t0 ) = S(t + t0 )/S(t0 ), for
aW < t0 < t0 + t < bW . Suppose that θτ (t0 ) is the unique solution of the following equation,
S(t0 + θτ (t0 )) = τ S(t0 ), (2.6)
for aW < t0 < t0 + θτ (t0 ) < bW . Then the τ -quantile residual life function at time t0 for level τ is θτ (t0 ).
Note that Arnold and Brockett [1] and Joe and Proschan [6] showed that a single percentile life function
does not in general determine the underlying life distribution, i.e., θτ (t0 ) does not uniquely determine
S(t) = P (X t0 ). A natural and simple method to estimate θτ (t0 ) is to model S(t) firstly and then
infer θ̂τ (t0 ) at a fixed time point t0 based on (2.6). Naturally, if t0 + θτ (t0 ) < bW , we can replace S(·) by
its corresponding estimator Ŝn (·) in (2.3). Thus the estimating equation for θτ (t0 ) is
Un (θτ (t0 )) = Ŝn (t0 + θτ (t0 )) − τ Ŝn (t0 ), (2.7)
where Ŝn (·) = 1− F̂n (·), and we can calculate the estimator θ̂τ (t0 ) by solving the above equation. Because
Ŝn (t0 ) is discontinuous, then so is Un (θτ (t0 )), and (2.7) may not have a unique solution when sample is
small. A reasonable estimator θ̂τ (t0 ) of θτ (t0 ) is to minimize Un (θτ (t0 )), where · is a distance. In fact,
this estimator θ̂τ (t0 ) can be viewed as θ̂τ (t0 ) = Ŝn−1 (τ Ŝn (t0 ))−t0 , where S −1 (p) = inf{t : S(t) < p}. Next,
we will prove that θ̂τ (t0 ) is a consistent estimator of θτ (t0 ) and follows asymptotic normal distribution.
3 Asymptotic properties
In this section, we establish the asymptotic behaviors of our estimator. At first, we provide some as-
sumptions:
A1. X, T and C are mutually independent.
A2. F (x) is absolutely continuous with density function f (x) > 0 for any aW < x < bW .
A3. For any t and τ , aW < t < b < bW , aW < t + θτ (t) < b < bW for some b.
b
A4. aG aW , bG bW , for any aW < b < bW : aW dW 1 (z)
C 3 (z) < ∞.
First, we give the consistency of the proposed estimator θ̂τ (t0 ).
Theorem 3.1. Suppose that Assumptions A1–A4 are satisfied. Then θ̂τ (t) converges to θτ (t) in
probability for any aW < t < b < bW and aW < t + θτ (t) < b < bW .
Next, the asymptotic normality of θ̂τ (t) is given in the following theorem.
1
Theorem 3.2. Under Assumptions A1–A4, n 2 [θ̂τ (t) − θτ (t)] converges in distribution to a normal
distribution with mean 0 and covariance Σ(t), where
2
1
Σ(t) = τ 2 S 2 (t) {d(t + θτ (t)) − d(t)} ,
f (t + θτ (t))
and
t
dW1 (z)
d(t) = , for aW < t < bW .
aW C 2 (z)
The detailed proofs of the theorems are a bit long and difficult, which are given in Appendix. We need
to establish several lemmas before starting to prove them.
The above two theorems establish the asymptotic consistency and normality of our estimator, and
we can also construct confidence interval using Theorem 3.2. However, it is difficult to estimate the
covariance directly using the closed-form expression, since density estimation is essential. Instead, we
use the naive bootstrap method (i.e., generate i.i.d. bootstrap sample from original one and repeatedly
solve the equation using bootstrapped sample) and another two resampling methods proposed by Zeng
and Lin [21] to avoid this problem in simulation.
4 Variance estimation
A direct “plug-in” method can be used to estimate asymptotic variance Σ(t). In fact, we just substitute
the unknown quantities by their consistent estimators, i.e.,
2
1 ˆ + θ̂τ (t)) − d(t)},
ˆ
Σ̂(t) = τ 2 Ŝ 2 (t){d(t
fˆ(t + θ̂τ (t))
where Ŝ is the TJW estimator of S, θ̂τ (t) is the estimator of θτ (t),

t
1
n
ˆ = dWn1 (u)
d(t) 2
, W n1 (u) = I(Yi u, δi = 1),
aW Cn (u) n i=1
and

1 x−u
fˆ(x) = K dŜ(u),
h h
in which K(·) is a kernel function and h is bandwidth with h → 0 and nh → ∞. However, this direct
method is difficult to estimate the variance, because the direct method involves the estimation of density
f that is necessary to select the bandwidth parameter.
Although the naive bootstrap method is useful in this scenario, it is very time-consuming. Thus, we
consider a modified bootstrap method [21]. This method is much faster than the naive bootstrap method
and is more convenient than the direct method, because it does not need to solve estimation equation
repeatedly or to estimate the density function. In order to avoid nonparametric density estimation, Zeng
and Lin [21] proposed two resampling procedures, namely LS (least squares) method and SV (sample vari-
ance) method, which can be easily extended to our case. From the estimation equation (2.7) constructed
in Section 2, we can easily obtain
√ √
nUn (θ(t0 )) = n{Ŝn (t0 + θ(t0 )) − τ Ŝn (t0 )}
n t0 +θτ (t0 )
−1/2 I{t0 <Yi t0 +θτ (t0 ),δi =1} I{Ti zYi }
= −n τ S(t0 ) − dW1 (z)
i=1
C(Yi ) t0 C 2 (z)
√
− f (t0 + θτ (t0 )) n(θ(t0 ) − θτ (t0 )) + op (1), (4.1)
uniformly in a neighborhood of θτ (t0 ), and details about the expansion above can be seen in Appendix.
Since Un (θ̂τ (t0 )) = 0 and θ̂τ (t0 ) is consistent, (4.1) can be used to estimate A = −f (t0 + θτ (t0 )) and
V = τ 2 S 2 (t0 ) {d(t + θτ (t0 )) − d(t0 )} by the similar methods to those in Zeng and Lin [21], respectively.
Let
t0 +θτ (t0 )
I{t0 <Yi t0 +θτ (t0 ),δi =1} I{Ti zYi }
ξi = −τ S(t0 ) − dW1 (z) .
C(Yi ) t0 C 2 (z)
Note that V is the asymptotic variance of the first term on the right-hand side of (4.1), and {ξi , i =
1, 2, . . . , n} is a sequence of independent and identical distribution random variables. Then V can be

n
estimated naturally as V̂ = n−1 i=1 ξ̂i2 , where ξî is the sample estimate of ξi .
In order to estimate variance by the LS and SV methods, respectively, we generate random variable
Z, which follows a standard normal distribution independent of the data, and let Zb = n−1/2 V̂ −1/2 Z.
Then it follows that
√ √ √
nUn (θ̂τ (t0 ) + Zb ) − nUn (θ̂τ (t0 )) = A nZb + op (1), (4.2)
and then
√ √
nUn (θ̂τ (t0 ) + Zb ) = A nZb + op (1), (4.3)
since Un (θ̂τ (t0 )) = 0. The least squares method is used to estimate A as those in Zeng and Lin [21]
because (4.3) can be viewed as a linear regression. The estimation of A can be conducted as follows.
For LS method to estimate A, we have
Step 1. Generate N realizations of Z following a standard normal distribution independent of the
data, and then get N realizations Zb = n−1/2 V̂ −1/2 Z, denoted by Zb1 , Zb2 , . . . , ZbN .
√
Step 2. Calculate nUn (θ̂τ (t0 ) + Zbk ), where k = 1, 2, . . . , N .
√ √
Step 3. Calculate the least squares estimator of [ nUn (θ̂τ (t0 ) + Zb1 ), . . . , nUn (θ̂τ (t0 ) + ZbN )] on
√ √
[ nZb1 , . . . , nZbN ]. Denote Â to be the least squares estimate.
Step 4. The variance of {θ̂τ (t0 ) − θτ (t0 )} can then be estimated as n−1 Â−1 V̂ (Â−1 )T .
Since in this paper A is symmetric, and hence SV method is also valid. For SV method:
Step 1. Generate Zb1 , Zb2 , . . . , ZbN as in Step 1 of LS method.
√
Step 2. Calculate the sample variance of { nUn (θ̂τ (t0 ) + Zbk )}k=1,...,N , denoted by B̂ and here
√
{ nUn (θ̂τ (t0 ) + Zbk )}k=1,...,N are calculated as in Step 2 of LS method.
Step 3. The variance of {θ̂τ (t0 ) − θτ (t0 )} can then be estimated as n−1 B̂ −1 .
By using these two methods, we do not need to solve the nonsmooth estimation equation repeatedly,
and they are averagely 4000 times faster than the naive bootstrap method.
5 Simulation results
In this section we show the simulation results. The left-truncated times T are generated from a uniform
distribution U(0,1). Survival times are generated in two different scenarios, i.e., standard exponential
distribution and standard log-normal distribution respectively. Specifically, in the first scenario, θτ (t) =
− log τ , which does not depend on t0 . The right-censored time C is assumed to follow uniform distribution
U(0, c), where c is used to control the censoring proportion. We set the censoring rates to be (30%, 10%,
0%) in both scenarios.
For each assumed failure time distribution, we perform the simulation studies under 36 different cases
to testify the estimation method by combining various fixed times (0.1, 0.3, 0.5) and different censoring
rates (30%, 10%, 0) for quantiles (0.25, 0.5, 0.75, 0.95). In each scenario, simulations are repeated 400
times with the sample size 400 and resampling times 1000. In order to avoid estimating the probability
density function of the survival time X when estimating the standard deviation (SD), we use the naive
bootstrap method and LS and SV methods, respectively. We report the biases, SD, the standard error
(SE), and the coverage probability of the 95% confidence intervals.
Table 1 demonstrates the results based on the naive bootstrap method. In this table, τ and t0 denote
the quantile and fixed time for each study, while Censor means the censoring rate. θ̂τ (t0 ) is the average of
the estimator (i.e., quantile residual lifetime). The standard error and standard deviation of the estimator
is given by SE and SD, respectively, and Cov denotes the real coverage probabilities for nominal 95%
confidence interval while θτ (t0 ) is the true τ -quantile of residual lifetime under the model assumptions.
From Table 1, we can see that the biases are small, the standard deviations are close to the standard
errors, and the coverage rates are also close to the nominal 95% level. The results indicate that the
proposed estimation procedures work reasonably.
As discussed in Section 4, we adopt the modified bootstrap method here, and the results are listed in
Tables 2–5. In these tables, Cov1 refers to the coverage probability calculated using LS method, Cov2
refers to the coverage probability calculated using SV method. In Tables 2 and 4, the biases are small,
the estimated SDs based on the modified bootstrap method are reasonably close to SEs, and the coverage
probabilities are close to the nominal level 95%. Also, for comparison, we used the naive bootstrap
method and the results are reported in Table 1, these results show that LS and SV methods work well in
our situation.
Furthermore, we repeated the simulation studies which considered only the right-censored (RC) data
ignoring left-truncation. The corresponding simulation results are shown in Tables 3 and 5.
Comparing Table 2 with Table 3, Table 4 with Table 5, our results show that if left-truncation is
ignored, the bias of the estimator becomes extremely large, resulting in incorrect coverage probability
in many cases, even though the SEs are still close to the SDs. This shows that mistreating LTRC data
can lead to incorrect results. To be specific, observed from Tables 3 and 5, all the θs are obviously
overestimated, which means that ignoring left-truncation will lead to overoptimism about diseases.
6 Application to studies on a retirement community
In this section we apply the proposed estimation approach to a dataset consisting of the survival of elderly
residents in a retirement center, which is called Channing House, located in Palo Alto, California. In this
study, during the period from January 1964 to July 1975, 462 individuals (including 97 males and 365
females) were followed. Because the individuals must be old enough to enter the retirement community,
the observed lifetime in this dataset are left-truncated. Also, the lifetimes are right-censored because
some individuals were still alive when the study ended.
We calculate the 25%, 50%, 75% and 95% quantile residual lifetimes of individuals, given that the
fixed times are 800, 900, 950 and 1000 (months) respectively. We first studied the whole participants and
then, considering the sex variable, we studied males and females separately. The results are summarized
in Tables 6 and 7. The results demonstrate that the estimated residual lifetimes decrease as the fixed
times increase for the same quantile. In reality, this means that the older the individuals are, the less
the residual lifetimes will be. Furthermore, if we calculate the quantile for males and females under the
same scenario, females are generally found to survive longer.
7 Discussion
In this article, we proposed a nonparametric estimator of quantile residual life function under left-
truncated and right-censored (LTRC) data. Our estimator was obtained from an estimating equation,
and its asymptotic properties were derived. There are several problems in this study. For example, in
reality, the estimating equation may even not have a numerical solution due to discontinuity. And we
can also consider semiparametric model on this problem. One of the referees asked whether there exists
some theoretical or practical guideline on choosing the lower bound of the quantile τ when performing
simulation. Actually, we just chose τ = 0.25, 0.5, 0.75, 0.95 as representatives to illustrate the feasibility
of calculating all the possible choices of quantiles. However, the lower bound of τ depends on practical
situation and needs case-by-case examination till now. These are interesting problems and deserve further
study.
Acknowledgements Zhou’s work was supported by National Natural Science Foundation of China (Grant
No. 71271128), the State Key Program of National Natural Science Foundation of China (Grant No. 71331006),
Table 1 Summary for estimators of quantile residual lifetime with LTRC data by naive bootstrap method based on sample
size = 400, NS = 400 and N (bootstrap) = 1000, and survival time follows exponential distribution
τ Censor t0 θ̂τ (t0 ) Bias SE SD Cov(%)
0.25 30% 0.1 1.387 0.001 0.101 0.101 94.3
10% 0.1 1.383 −0.003 0.094 0.095 94.3
0% 0.1 1.384 −0.002 0.093 0.094 93.5
0.25 30% 0.3 1.393 0.007 0.102 0.105 95.0
10% 0.3 1.391 0.005 0.090 0.095 96.3
0% 0.3 1.393 0.007 0.089 0.092 96.0
0.25 30% 0.5 1.399 0.013 0.112 0.116 95.0
10% 0.5 1.397 0.011 0.094 0.098 93.3
0% 0.5 1.398 0.012 0.092 0.094 94.3
0.50 30% 0.1 0.691 −0.002 0.068 0.070 95.0
10% 0.1 0.688 −0.005 0.068 0.069 95.0
0% 0.1 0.688 −0.005 0.069 0.070 94.3
0.50 30% 0.3 0.695 0.002 0.059 0.062 95.5
10% 0.3 0.692 −0.001 0.058 0.060 94.5
0% 0.3 0.692 −0.001 0.057 0.060 93.0
0.50 30% 0.5 0.697 0.004 0.061 0.063 95.8
10% 0.5 0.694 0.001 0.056 0.059 95.3
0% 0.5 0.694 0.001 0.057 0.058 94.0
0.75 30% 0.1 0.288 0.001 0.050 0.050 93.8
10% 0.1 0.287 0.000 0.051 0.051 93.5
0% 0.1 0.287 0.000 0.053 0.051 92.3
0.75 30% 0.3 0.287 0.000 0.041 0.041 94.0
10% 0.3 0.286 −0.001 0.040 0.041 93.8
0% 0.3 0.287 0.000 0.040 0.041 93.8
0.75 30% 0.5 0.290 0.003 0.038 0.039 94.8
10% 0.5 0.288 0.001 0.037 0.038 94.8
0% 0.5 0.289 0.002 0.037 0.037 94.0
0.95 30% 0.1 0.054 0.003 0.024 0.026 96.3
10% 0.1 0.054 0.003 0.025 0.027 96.0
0% 0.1 0.054 0.003 0.025 0.027 95.3
0.95 30% 0.3 0.055 0.004 0.019 0.019 94.5
10% 0.3 0.055 0.004 0.018 0.019 93.8
0% 0.3 0.055 0.004 0.019 0.020 94.8
0.95 30% 0.5 0.053 0.002 0.017 0.017 92.8
10% 0.5 0.052 0.001 0.016 0.017 92.3
0% 0.5 0.052 0.001 0.016 0.017 92.0
In this table, “Bias”= θ̂τ (t0 ) − θτ (t0 ); the standard error and standard deviation of the estimator are given by “SE”
and “SD”, respectively; and “Cov” denotes the real coverage probabilities for nominal level 95%. SD is estimated by
the naive bootstrap method.
Table 2 Summary for estimators of quantile residual lifetime with LTRC data by “LS” and “SV” methods based on
sample size = 400, NS = 400 and N (bootstrap) = 1000, and survival time follows exponential distribution
τ Censor t0 θ̂τ (t0 ) Bias SE SD1 Cov1(%) SD2 Cov2(%)
0.25 30% 0.1 1.393 0.007 0.094 0.096 95.3 0.095 95.0
10% 0.1 1.392 0.006 0.090 0.092 95.3 0.090 94.8
0.0% 0.1 1.393 0.006 0.087 0.090 96.3 0.089 96.3
0.25 30% 0.3 1.399 0.013 0.100 0.099 94.3 0.097 93.3
10% 0.3 1.397 0.011 0.092 0.090 93.8 0.089 93.5
0% 0.3 1.396 0.010 0.090 0.087 94.3 0.086 94.3
0.25 30% 0.5 1.401 0.015 0.114 0.108 91.5 0.105 91.0
10% 0.5 1.399 0.013 0.097 0.095 95.0 0.094 94.8
0% 0.5 1.398 0.012 0.096 0.091 93.8 0.089 93.3
0.50 30% 0.1 0.700 0.007 0.064 0.068 94.3 0.067 94.0
10% 0.1 0.700 0.007 0.065 0.067 95.3 0.067 94.3
0% 0.1 0.700 0.007 0.065 0.068 95.0 0.067 95.0
0.50 30% 0.3 0.700 0.007 0.061 0.060 94.5 0.059 94.5
10% 0.3 0.700 0.007 0.056 0.059 95.0 0.058 95.0
0% 0.3 0.700 0.007 0.055 0.058 95.5 0.057 95.3
0.50 30% 0.5 0.699 0.006 0.062 0.060 93.8 0.059 93.5
10% 0.5 0.700 0.007 0.057 0.057 94.5 0.056 94.3
0% 0.5 0.699 0.006 0.056 0.055 95.0 0.055 95.0
0.75 30% 0.1 0.291 0.004 0.049 0.049 93.5 0.048 93.3
10% 0.1 0.292 0.004 0.049 0.050 95.0 0.049 93.3
0% 0.1 0.292 0.004 0.050 0.051 94.0 0.050 93.5
0.75 30% 0.3 0.293 0.005 0.041 0.040 93.3 0.040 93.0
10% 0.3 0.292 0.004 0.040 0.040 94.8 0.040 94.5
0% 0.3 0.292 0.005 0.041 0.040 94.3 0.040 93.5
0.75 30% 0.5 0.294 0.007 0.038 0.038 95.0 0.037 95.0
10% 0.5 0.294 0.007 0.037 0.037 95.3 0.036 95.3
0% 0.5 0.294 0.007 0.037 0.036 94.8 0.036 94.8
0.95 30% 0.1 0.057 0.006 0.027 0.030 95.3 0.028 94.8
10% 0.1 0.057 0.006 0.028 0.030 94.5 0.029 94.3
0% 0.1 0.056 0.005 0.028 0.030 95.0 0.029 94.5
0.95 30% 0.3 0.056 0.005 0.019 0.019 93.5 0.019 93.3
10% 0.3 0.056 0.005 0.020 0.019 94.0 0.019 94.0
0% 0.3 0.056 0.004 0.020 0.019 93.5 0.019 93.3
0.95 30% 0.5 0.056 0.004 0.018 0.017 92.3 0.016 91.3
10% 0.5 0.056 0.005 0.018 0.016 93.0 0.016 91.5
0% 0.5 0.055 0.004 0.017 0.016 92.8 0.016 92.8
In this table, “Bias” = θ̂τ (t0 ) − θτ (t0 ); the standard error and standard deviation of the estimator are given by “SE”
and “SD”, respectively; and Cov1 and Cov2 denote the real coverage probabilities for nominal level 95% respectively,
based on two bootstrapping approaches “LS” and “SV” by Zeng and Lin [21].
Table 3 Summary for estimators of quantile residual lifetime with LTRC data, ignoring left-truncation, based on sample
size = 400, NS = 400 and N (bootstrap) = 1000, and survival time follows exponential distribution
0.25 30% 0.1 1.752 0.366 0.104 0.102 2.80 0.099 2.30
10% 0.1 1.761 0.374 0.093 0.090 1.30 0.089 1.00
0% 0.1 1.765 0.379 0.091 0.087 0.00 0.085 0.00
0.25 30% 0.3 1.613 0.226 0.111 0.106 43.7 0.103 41.8
10% 0.3 1.615 0.228 0.095 0.093 31.0 0.092 29.3
0% 0.3 1.618 0.232 0.094 0.089 26.0 0.088 25.8
0.25 30% 0.5 1.512 0.126 0.119 0.112 80.0 0.108 78.3
10% 0.5 1.512 0.126 0.099 0.098 75.5 0.096 73.5
0% 0.5 1.513 0.127 0.099 0.092 72.5 0.091 71.8
0.50 30% 0.1 1.054 0.360 0.053 0.053 0.00 0.052 0.00
10% 0.1 1.061 0.368 0.050 0.051 0.00 0.050 0.00
0% 0.1 1.066 0.373 0.048 0.050 0.00 0.049 0.00
0.50 30% 0.3 0.908 0.215 0.056 0.055 1.30 0.054 1.30
10% 0.3 0.914 0.221 0.053 0.052 0.50 0.052 0.50
0% 0.3 0.918 0.225 0.052 0.051 0.00 0.051 0.00
0.50 30% 0.5 0.807 0.114 0.060 0.059 52.3 0.058 51.8
10% 0.5 0.809 0.116 0.057 0.055 45.0 0.054 43.8
0% 0.5 0.812 0.118 0.055 0.054 40.3 0.053 39.0
0.75 30% 0.1 0.609 0.321 0.040 0.041 0.00 0.040 0.00
10% 0.1 0.618 0.331 0.041 0.040 0.00 0.039 0.00
0% 0.1 0.623 0.336 0.040 0.039 0.00 0.039 0.00
0.75 30% 0.3 0.481 0.194 0.039 0.039 0.00 0.039 0.00
10% 0.3 0.486 0.199 0.038 0.038 0.00 0.038 0.00
0% 0.3 0.490 0.202 0.038 0.037 0.00 0.037 0.00
0.75 30% 0.5 0.396 0.109 0.037 0.037 13.8 0.037 13.0
10% 0.5 0.399 0.111 0.033 0.036 10.5 0.036 10.0
0% 0.5 0.400 0.113 0.032 0.035 6.80 0.035 7.78
0.95 30% 0.1 0.189 0.138 0.031 0.035 0.80 0.032 0.50
10% 0.1 0.195 0.144 0.031 0.035 0.50 0.033 0.50
0% 0.1 0.198 0.147 0.030 0.035 0.80 0.033 0.50
0.95 30% 0.3 0.119 0.067 0.024 0.027 29.0 0.026 25.3
10% 0.3 0.120 0.068 0.024 0.027 26.5 0.026 25.0
0% 0.3 0.122 0.070 0.024 0.027 24.0 0.026 22.0
0.95 30% 0.5 0.088 0.037 0.021 0.022 62.3 0.021 60.5
10% 0.5 0.089 0.038 0.022 0.022 59.3 0.021 59.0
0% 0.5 0.090 0.039 0.021 0.021 57.0 0.021 56.3
In this table, “Bias” = θ̂τ (t0 ) − θτ (t0 ); the standard error and standard deviation of the estimator are given by “SE”
Table 4 Summary for estimators of quantile residual lifetime with LTRC data based on sample size = 400, NS = 400 and
N (bootstrap) = 1000, and survival time follows log-normal distribution
0.25 30% 0.1 1.896 0.016 0.156 0.146 93.8 0.143 92.8
10% 0.1 1.890 0.011 0.140 0.137 93.8 0.135 93.5
0% 0.1 1.893 0.014 0.137 0.135 92.8 0.133 92.5
0.25 30% 0.3 1.872 0.018 0.170 0.152 91.0 0.148 90.8
10% 0.3 1.868 0.014 0.145 0.141 93.3 0.138 93.0
0% 0.3 1.869 0.014 0.141 0.136 93.8 0.133 92.5
0.25 30% 0.5 1.930 0.015 0.188 0.167 88.0 0.161 87.0
10% 0.5 1.925 0.010 0.161 0.151 90.3 0.148 90.3
0% 0.5 1.928 0.013 0.153 0.147 92.3 0.144 91.5
0.50 30% 0.1 0.921 0.007 0.078 0.078 96.5 0.077 95.5
10% 0.1 0.920 0.007 0.076 0.078 94.8 0.077 94.3
0% 0.1 0.921 0.008 0.077 0.078 96.0 0.078 94.8
0.50 30% 0.3 0.861 0.006 0.075 0.074 92.8 0.073 92.8
10% 0.3 0.862 0.008 0.074 0.072 95.3 0.072 95.0
0% 0.3 0.864 0.009 0.074 0.072 94.3 0.071 93.8
0.50 30% 0.5 0.869 0.004 0.078 0.077 94.0 0.076 94.0
10% 0.5 0.868 0.003 0.073 0.074 93.8 0.073 93.0
0% 0.5 0.869 0.004 0.072 0.073 93.5 0.072 93.8
0.75 30% 0.1 0.426 0.004 0.053 0.055 95.8 0.054 95.5
10% 0.1 0.424 0.002 0.052 0.055 95.3 0.054 95.0
0% 0.1 0.424 0.002 0.052 0.055 95.3 0.055 95.3
0.75 30% 0.3 0.357 0.003 0.047 0.047 94.3 0.046 93.3
10% 0.3 0.357 0.003 0.048 0.047 94.0 0.046 93.8
0% 0.3 0.358 0.004 0.047 0.047 94.5 0.046 94.5
0.75 30% 0.5 0.349 0.004 0.043 0.044 95.0 0.044 95.3
10% 0.5 0.348 0.003 0.042 0.044 95.3 0.043 95.3
0% 0.5 0.349 0.004 0.043 0.043 94.5 0.043 94.3
0.95 30% 0.1 0.115 0.003 0.039 0.047 97.3 0.044 96.3
10% 0.1 0.115 0.003 0.039 0.047 96.8 0.045 96.3
0% 0.1 0.114 0.003 0.039 0.048 97.8 0.045 97.5
0.95 30% 0.3 0.071 0.004 0.023 0.027 96.3 0.026 95.8
10% 0.3 0.072 0.004 0.024 0.027 96.8 0.026 96.5
0% 0.3 0.072 0.004 0.024 0.027 97.3 0.026 96.8
0.95 30% 0.5 0.064 0.003 0.020 0.021 96.3 0.020 96.5
10% 0.5 0.063 0.002 0.019 0.020 96.3 0.020 96.0
0% 0.5 0.064 0.002 0.020 0.020 96.0 0.020 95.5
Table 5 Summary for estimators of quantile residual lifetime with LTRC data, ignoring left-truncation, based on sample
size = 400, NS = 400 and N (bootstrap) = 1000, and survival time follows log-normal distribution
0.25 30% 0.1 2.310 0.430 0.185 0.160 26.0 0.154 23.3
10% 0.1 2.311 0.432 0.158 0.145 13.3 0.141 12.8
0% 0.1 2.322 0.442 0.150 0.142 10.3 0.139 10.0
0.25 30% 0.3 2.157 0.303 0.187 0.162 56.8 0.156 54.0
10% 0.3 2.159 0.305 0.161 0.148 47.3 0.145 45.3
0% 0.3 2.164 0.310 0.151 0.145 44.0 0.142 42.5
0.25 30% 0.5 2.082 0.167 0.202 0.176 83.8 0.167 82.0
10% 0.5 2.083 0.168 0.170 0.159 82.8 0.155 82.5
0% 0.5 2.088 0.173 0.162 0.154 81.8 0.151 80.0
0.50 30% 0.1 1.252 0.338 0.070 0.071 0.00 0.070 0.00
10% 0.1 1.257 0.343 0.066 0.068 0.00 0.067 0.00
0% 0.1 1.263 0.350 0.066 0.067 0.00 0.066 0.00
0.50 30% 0.3 1.093 0.239 0.075 0.073 4.80 0.072 4.00
10% 0.3 1.098 0.243 0.070 0.070 3.30 0.069 2.80
0% 0.3 1.102 0.248 0.068 0.069 1.50 0.068 1.30
0.50 30% 0.5 0.997 0.133 0.083 0.079 61.8 0.078 61.5
10% 0.5 1.000 0.135 0.074 0.074 57.5 0.074 57.0
0% 0.5 1.003 0.139 0.072 0.073 53.3 0.072 53.5
0.75 30% 0.1 0.717 0.294 0.041 0.044 0.00 0.044 0.00
10% 0.1 0.723 0.301 0.041 0.043 0.00 0.043 0.00
0% 0.1 0.727 0.304 0.042 0.043 0.00 0.043 0.00
0.75 30% 0.3 0.561 0.207 0.040 0.043 0.30 0.043 0.30
10% 0.3 0.566 0.211 0.041 0.042 0.30 0.042 0.30
0% 0.3 0.568 0.214 0.042 0.042 0.00 0.042 0.00
0.75 30% 0.5 0.464 0.119 0.039 0.042 16.0 0.042 16.0
10% 0.5 0.466 0.121 0.039 0.041 12.3 0.041 12.3
0% 0.5 0.468 0.123 0.040 0.041 12.3 0.041 12.0
0.95 30% 0.1 0.268 0.157 0.033 0.038 0.50 0.035 0.30
10% 0.1 0.272 0.161 0.033 0.038 0.80 0.035 0.50
0% 0.1 0.278 0.166 0.032 0.037 0.30 0.035 0.00
0.95 30% 0.3 0.149 0.081 0.029 0.032 30.0 0.030 26.5
10% 0.3 0.154 0.086 0.029 0.031 21.8 0.030 18.5
0% 0.3 0.155 0.087 0.028 0.032 18.8 0.030 17.0
0.95 30% 0.5 0.102 0.041 0.023 0.025 64.8 0.025 62.8
10% 0.5 0.103 0.041 0.023 0.025 64.5 0.025 63.5
0% 0.5 0.104 0.042 0.023 0.025 64.0 0.025 63.8
Table 6 Real data results for all individuals: Censoring proportion = 61.9%
τ t0 θ̂τ (t0 ) sd conf

0.25 800 285 11.1 (263.2, 306.8)
0.50 800 215 9.20 (197.0, 233.0)
0.75 800 128 26.4 (76.20, 179.8)
0.95 800 22 21.7 (0.000, 64.50)
0.25 900 194 16.1 (162.5, 225.5)
0.50 900 140 6.94 (126.4, 153.6)
0.75 900 90 5.46 (79.30, 100.7)
0.95 900 12 7.06 (0.000, 25.80)
0.25 950 172 16.7 (139.2, 204.8)
0.50 950 105 9.30 (86.80, 123.2)
0.75 950 61 4.97 (51.30, 70.70)
0.95 950 21 5.08 (11.00, 31.00)
0.25 1000 132 - -
0.50 1000 74 8.11 (58.10, 89.90)
0.75 1000 33 5.79 (21.60, 44.40)
0.95 1000 10 2.63 (4.840, 15.20)
τ and t0 are the given quantile and fixed time, respectively; “sd” and “conf” denote the standard deviation of the
estimator and the 95% confidence interval, respectively.
Table 7 Results for females (Censor = 64.4%) v.s. males (Censor = 52.6%)
females males
τ t0 θ̂τ (t0 )(f) sd(f) θ̂τ (t0 )(m) sd(m)
0.25 800 285 15.1 260 -
(255.5, 314.5) -
0.50 800 218 10.1 209 19.8
(198.3, 237.7) (170.2, 247.8)
0.75 800 134 31.8 111 24.3
(71.60, 196.4) (63.40, 158.6)
0.95 800 22 23.2 72 9.57
(0.000, 67.40) (53.30, 90.80)
0.25 900 197 19.6 194 -
(158.5, 235.5) -
0.50 900 140 9.55 131 13.7
(121.3, 158.7) (104.2, 157.9)
0.75 900 94 5.17 71 18.1
(83.90, 104.1) (35.60, 106.5)
0.95 900 15 7.85 9 11.1
(0.000, 30.40) (0.000, 30.80)
0.25 950 172 20.0 144 -
(132.9, 211.1) -
0.50 950 106 11.5 94 14.46
(83.40, 128.6) (65.70, 122.3)
0.75 950 62 5.32 59 12.9
(51.60, 72.40) (33.70, 84.30)
0.95 950 26 5.99 16 8.17
(14.30, 37.80) (0.000, 32.00)
0.25 1000 142 21.8 128 -
(99.40, 184.7) -
0.50 1000 74 8.49 60 -
(57.40, 90.60) -
0.75 1000 40 7.39 33 9.01
(25.50, 54.50) (15.40, 50.70)
0.95 1000 10 3.18 12 5.67
(3.770, 16.20) (0.890, 23.10)
τ and t0 are the given quantile and fixed time, respectively; “θ̂τ (t0 )(f)”, “sd(f)” and “θ̂τ (t0 )(m)”, “sd(m)” denote the
females’ and males’ estimated quantile residual life and the standard deviation of the estimator, respectively. (·) under
the estimate “θ̂τ (t0 )” denotes the 95% confidence interval of the estimator.
NCMIS and Shanghai University of Finance and Economics through Project 211 Phase IV and Shanghai First-
class Discipline A. Wang’s work was supported by Outstanding PhD Dissertation Cultivation Funds of Shanghai
University of Finance and Economics, Graduate Education Innovation Funds of Shanghai University of Finance
and Economics (Grant No. CXJJ-2011-438).
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Appendix
In Appendix, we give the proofs of Theorems 3.1 and 3.2. First we require several lemmas and notation.

n
Write W1 (z) = P (Y z, δ = 1|T Y ), Wn1 (y) = n−1 i=1 I(Yi z, δi = 1), and
x x
d[Wn1 (z) − W1 (z)] Cn (z) − C(z)
Ln (x) = − dW1 (z).
aW C(z) aW C 2 (z)
Lemma A.1. Let θ be a solution of the estimating equation of the form Un (θ) = 0. Suppose that θ0
is the unique value such that U (θ0 ) = 0. Furthermore assume that the parameter space Θ is compact and
U (θ) is continuous with respect to θ. If supθ∈Θ |Un (θ) − U (θ)| = op (1), then θ −
p
→ θ0 .
Proof. Since supθ∈Θ |Un (θ) − U (θ)| = op (1), suppose N (θ0 , θ∗ ) is a neighborhood of θ0 for any given
∗
/ (θ0 ,θ ∗ ) |Un (θ) − U (θ)| = op (1). It follows that
θ > 0, we have supθ∈N
inf |Un (θ)| inf |U (θ)| − op (1) > M,

/ (θ0 ,θ ∗ )
θ ∈N / (θ0 ,θ ∗ )
θ ∈N
where M is some positive constant. By Theorem 5.9 in [19], we have θ ∈ N (θ0 , θ∗ ), so θ is consistent.
The following lemma implies that the estimator Ŝn (t) is asymptotically stochastic equicontinuous.
Lemma A.2. Under assumptions A1–A4, for y < bW , we have
sup sup |Ŝn (t + θ̂τ (t)) − Ŝn (t + θτ (t)) − S(t + θ̂τ (t)) + S(t + θτ (t))| = op (n−1/2 ),
aW <ty |θ̂τ (t)−θτ (t)|ε
for any ε > 0.

Proof. By Corollary 2.1(iii) of Zhou and Yip [22], there exists a two-parameter Gaussian process
√
{Ḡ(t, n), 0 t < ∞, n 0} such that supaW <ty | n(F̂n (t) − F (t)) − Ḡ(t, n)| = O(n−1/2 log2 n) a.s., for
√
y < bW , denote G(t, n) = −Ḡ(t, n), then supaW <ty | n(Ŝn (t) − S(t)) − G(t, n)| = O(n−1/2 log2 n) a.s.
And then
√
sup n|Ŝn (t + θ̂τ (t)) − Ŝn (t + θτ (t)) − S(t + θ̂τ (t)) + S(t + θτ (t))|
aW <ty
√
sup {| n[Ŝn (t + θ̂τ (t)) − S(t + θ̂τ (t))] − G(t + θ̂τ (t), n)|
aW <ty
√
+ | n[Ŝn (t + θτ (t)) − S(t + θτ (t))] − G(t + θτ (t), n)| + |G(t + θ̂τ (t), n) − G(t + θτ (t), n)|}
= sup |G(t + θ̂τ (t), n) − G(t + θτ (t), n)| + O(n−1/2 log2 n) a.s.
aW <ty
Note that the process {G(t, n), aW t y, n 0} equals in distribution to the process
{(d(y))1/2 S(t)n−1/2 W (d(t)/d(y), n), aW t y, n 0},
where W (t, n) is a standard two-parameter Wiener process. Thus,

t+θ̂τ (t)
dW1 (x)
sup sup |d(t + θ̂τ (t)) − d(t + θτ (t))| sup sup ε,
aW <ty |θ̂τ (t)−θτ (t)|ε aW <ty |θ̂τ (t)−θτ (t)|ε t+θτ (t) C 2 (x)
for any ε > 0.

Then
(d(y))1/2 S(t + θ̂τ (t))n−1/2 W (d(t + θ̂τ (t))/d(y), n)

− (d(y))1/2 S(t + θτ (t))n−1/2 W (d(t + θτ (t))/d(y), n)
= (d(y))1/2 S(t + θ̂τ (t))n−1/2 [W (d(t + θ̂τ (t))/d(y), n) − W (d(t + θτ (t))/d(y), n)]
+ (d(y))1/2 [S(t + θ̂τ (t)) − S(t + θτ (t))]n−1/2 W (d(t + θτ (t))/d(y), n).
Recall the absolute continuity of F and the global continuity modulus of the two-parameter Wiener
process, we can find that sup|θ̂τ (t)−θτ (t)|ε |S(t + θ̂τ (t)) − S(t + θτ (t))| ε1 , and
sup sup |W (d(t + θ̂τ (t))/d(y), n) − W (d(t + θτ (t))/d(y), n)| ε2 a.s.,

for any ε, ε1 , and ε2 > 0.

Therefore,
√
sup sup n|Ŝn (t + θ̂τ (t)) − Ŝn (t + θτ (t)) − S(t + θ̂τ (t)) + S(t + θτ (t))| = op (1),
i.e.,
sup sup |Ŝn (t + θ̂τ (t)) − Ŝn (t + θτ (t)) − S(t + θ̂τ (t)) + S(t + θτ (t))| = op (n−1/2 ).
This completes the proof of Lemma A.2.

Lemma A.3. Suppose Assumptions A1–A4 are satisfied, then

t+θτ (t)
1
n
−1 I{Yi t+θτ (t),δi =1} I{Ti zYi }
θ̂τ (t) − θτ (t) = τ S(t) − dW1 (z)
n i=1 f (t + θτ (t)) C(Yi ) aW C 2 (z)
t
I{Yi t,δi =1} I{Ti zYi }
− − dW1 (z) + op (n−1/2 )
C(Yi ) aW C 2 (z)
1
n
= i + op (n−1/2 ), (A.1)
n i=1
−1 I{t<Yi t+θτ (t),δi =1} t+θτ (t) I{Ti zYi }

where i = f (t+θτ (t)) τ S(t){ C(Yi ) − t C 2 (z) dW1 (z)}.
Proof. For the asymptotic properties of θ̂τ (t), we use Taylor expansion of Un (θ̂τ (t)), then
Un (θ̂τ (t)) − U (θτ (t)) = Ŝn (t + θ̂τ (t)) − Ŝn (t + θτ (t)) + [Ŝn (t + θτ (t)) − S(t + θτ (t))]
− τ [Ŝn (t) − S(t)]. (A.2)
By Lemma A.2 and Taylor expansion, (A.2) can be rewritten as
Un (θ̂τ (t)) − U (θτ (t)) = S(t + θ̂τ (t)) − S(t + θτ (t)) + [Ŝn (t + θτ (t)) − S(t + θτ (t))]
− τ [Ŝn (t) − S(t)] + op (n−1/2 )
= −f (t + θτ (t))(θ̂τ (t) − θτ (t)) + op (|θ̂τ (t) − θτ (t)|)
+ [Ŝn (t + θτ (t)) − S(t + θτ (t))] − τ [Ŝn (t) − S(t)] + op (n−1/2 ). (A.3)
When f (t + θτ (t)) > 0, by Theorem 3.1,

1
θ̂τ (t) − θτ (t) = [Ŝn (t + θτ (t)) − τ Ŝn (t)] + op (n−1/2 )
f (t + θτ (t))
1
= {Ŝn (t + θτ (t)) − S(t + θτ (t)) − τ [Ŝn (t) − S(t)]} + op (n−1/2 ). (A.4)
f (t + θτ (t))
Furthermore, by Theorem 2.2 in Zhou and Yip [22],
1
θ̂τ (t) − θτ (t) = − [S(t + θτ (t))Ln (t + θτ (t)) − τ S(t)Ln (t)] + op (n−1/2 )
f (t + θτ (t))
1
=− τ S(t)[Ln (t + θτ (t)) − Ln (t)] + op (n−1/2 ). (A.5)
f (t + θτ (t))
Recall that
t
d[Wn1 (z) − W1 (z)]
t
Cn (z) − C(z)
Ln (t) = − dW1 (z)
aW C(z) aW C 2 (z)
n t
1 I{Yi t,δi =1} I{Ti zYi }
= − dW 1 (z) .
n i=1 C(Yi ) aW C 2 (z)
Therefore,
t+θτ (t)
1
n
−1 I{Yi t+θτ (t),δi =1} I{Ti zYi }
θ̂τ (t) − θτ (t) = τ S(t) − dW1 (z)
n i=1 f (t + θτ (t)) C(Yi ) aW C 2 (z)
t
I{Yi t,δi =1} I{Ti zYi }
− − dW 1 (z) + op (n−1/2 )
C(Yi ) aW C 2 (z)
1
n
= i + op (n−1/2 ),
n i=1
−1 I{t<Yi t+θτ (t),δi =1} t+θτ (t) I{Ti zYi }

where i = f (t+θ τ (t))
τ S(t){ C(Yi ) − t C 2 (z) dW1 (z)}. This completes the proof of
Lemma A.3.
Lemma A.4. Suppose Assumptions A1–A4 are satisfied, then

1 1
Cov{Ln (t + θτ (t)), Ln (t)} = (A(t) − B(t)) + d(t),
n n
where

t+θτ (t)
E{I{T xyY } }
t
A(t) = dW1 (x)dW1 (y),
t aW αC 2 (x)C 2 (y)
t
1 I{Ti zt<Yi t+θτ (t),δi =1}
B(t) = E dW1 (z).
aW C 2 (z) C(Yi )
Furthermore, if T, X and S are mutually independent, we can get A(t) = B(t), i.e.,
1
Cov{Ln (t + θτ (t)), Ln (t)} = d(t).
n
Proof. Note that E(Ln (t)) = 0, then
Cov{Ln (t + θτ (t)), Ln (t)} = E{[Ln (t + θτ (t)) − Ln (t)]Ln (t)} + E{L2n (t)}

= E{[Ln (t + θτ (t)) − Ln (t)]Ln (t)} + Var{Ln (t)}.
Let Δ denote the first term of the right-hand side of the above formula. Then we have
Δ ≡ E{[Ln (t + θτ (t)) − Ln (t)]Ln (t)}

t+θτ (t) t+θτ (t) t t
dWn1 (z) Cn (z) dWn1 (z) Cn (z)
=E − dW 1 (z) − dW 1 (z)
t C(z) t C 2 (z) aW C(z) 2
aW C (z)
t+θτ (t) t t+θτ (t) t
dWn1 (z) dWn1 (z) Cn (z) dWn1 (z)
=E − 2 (z)
dW1 (z)
t C(z) aW C(z) t C aW C(z)
t+θτ (t) t t+θτ (t) t
dWn1 (z) Cn (z) Cn (z) Cn (z)
− 2
dW 1 (z) + dW 1 (z) dW 1 (z)
t C(z) aW C (z) t C 2 (z) 2
aW C (z)
≡ I1 + I2 + I3 + I4 .
We have

1 I{t<Yi t+θτ (t),δi =1} 1 I{Yi t,δi =1}
n n
I1 = E
n i=1 C(Yi ) n i=1 C(Yi )

1 I{t<Yi t+θτ (t),δi =1} · I{Yi t,δi =1}
n
=E
n2 i=1 (C(Yi ))2

1 I{t<Yi t+θτ (t),δi =1} I{Yj t,δj =1}
+ 2 ·
n C(Yi ) C(Yj )
i=j

1 I{t<Yi t+θτ (t),δi =1} I{Yj t,δj =1}
=0+ 2 E E
n C(Yi ) C(Yj )
i=j

2
n t+θτ (t) t
dW1 (z) dW1 (z)
= 2
n i=1 i<j t C(z) aW C(z)
t+θτ (t) t
n−1 dW1 (z) dW1 (z)
= ,
n t C(z) aW C(z)
and
t+θτ (t)

n n
i=1 I{Ti zYi } 1 I{Yi t,δi =1}
I2 = −E dW1 (z)
t nC 2 (z) n i=1 C(Yi )
t+θτ (t) t
2
n
1 1
=− 2 dW1 (z) dW1 (z)
n i=1 i<j t C(z) aW C(z)
t+θτ (t) t
n−1 1 1
=− dW1 (z) dW1 (z) .
n t C(z) aW C(z)
Then I1 + I2 = 0. Similarly, we can show that

n t
n
1 I{t<Yi t+θτ (t),δi =1} i=1 I{Ti zYi }
I3 = −E dW1 (z)
n i=1 C(Yi ) aW nC 2 (z)

1 t 1 I{Ti zt<Yi t+θτ (t),δi =1}
=− E dW1 (z)
n aW C 2 (z) C(Yi )
t+θτ (t) t
n−1 1 1
− dW1 (z) dW1 (z) ,
n t C(z) aW C(z)
and
t+θτ (t)

n t

n
i=1 I{Ti zYi } i=1 I{Ti zYi }
I4 = E dW1 (z) dW1 (z)
t nC 2 (z) aW nC 2 (z)
t+θτ (t) t
1 I{Ti zYi } I{Ti zYi }
= E dW1 (z) dW1 (z)
n t C 2 (z) aW C 2 (z)
t+θτ (t) t
n−1 1 1
+ dW1 (z) dW1 (z) .
n t C(z) aW C(z)
Therefore,
t+θτ (t) t
1 I{Ti zYi } I{Ti zYi }
Δ= E dW 1 (z) dW1 (z)
n t C 2 (z) aW C 2 (z)
t
1 1 I{Ti zt<Yi t+θτ (t),δi =1}
− E dW1 (z)
n aW C 2 (z) C(Yi )
1
≡ (A(t) − B(t)), (A.6)
n
where
t+θτ (t) t
I{Ti zYi } I{Ti zYi }
A(t) = E dW1 (z) dW1 (z)
t C 2 (z) aW C 2 (z)

t+θτ (t) t
E{I{T xyY } }
= dW1 (x)dW1 (y).
t aW αC 2 (x)C 2 (y)
By the asymptotic representations of Δ, we can show that

1 1
Cov(Ln (t + θτ (t)), Ln (t)) = (A(t) − B(t)) + d(t).
n n
Furthermore, if T, X and S are mutually independent, we can get
E{I{T xyY } } = P (T x)P (X y)P (S y),

C(z) = α−1 P (T z)P (X z)P (S z),
dW1 (z) = α−1 P (T z)P (S z)dFX (z).
From the above formulae,

t+θτ (t) t
αdFX (x)dFX (y)
A(t) =
t aW (P (X x))2 P (S x)P (T y)P (X y)
t t+θτ (t)
dFX (x) dFX (y)
=α .
aW [1 − FX (x)]2 [1 − FS (x)] t FT (y)[1 − FX (y)]
Note

I{Ti zt<Yi t+θτ (t),δi =1} t+θτ (t)
P (S y)
E = α−1 P (T z) dFX (y),
C(Yi ) t C(y)
then
t
1 I{Ti zt<Yi t+θτ (t),δi =1}
B(t) = 2
E dW1 (z)
aW C (z) C(Yi )
t t+θτ (t)
dFX (x) dFX (y)
=α .
aW [1 − F X (x)] 2 [1 − F (x)]
S t F T (y)[1 − FX (y)]
Therefore, A(t) − B(t) = 0. This completes the proof of Lemma A.4.
In the following we will give the proof of Theorems 3.1–3.2.
Proof of Theorem 3.1. Since Ŝn (t) is uniformly consistent to S(t) in aW t b < bW by Theorem 2.2
in Zhou and Yip [22], Un (θτ (t)) uniformly converges to
U (θτ (t)) = S(t + θτ (t)) − τ S(t) = 0, (A.7)
i.e., limaW tb |Un (θ) − U (θ)| = 0 a.s. Because S(x) = 1 − F (x) is absolutely continuous and monotone,
the above equation has a unique root. Consequently, by Lemma A.1, θ̂τ (t) exists in probability one and
is a consistent estimator of θτ (t).
Proof of Theorem 3.2. By Lemma A.3, the estimator θ̂τ (t) has an asymptotic representation (A.1) that
is similar to Bahadure representation. Note that 1 , . . . , n are independent random variables with mean
√
0, the right-hand side of (A.5) is a summation of i.i.d variables in fact. If we denote Gn = n(Pn − P) as
the empirical process, where P is a probability measure and Pn is the empirical probability measure, then
√ −1
n(θ̂τ (t) − θτ (t)) = f (t+θ τ (t))
τ S(t)[Gn I(Y <t+θ τ (t),δ=1)
C(Y ) − Gn I(YC(Y
<t,δ=1)
) ]. Denote B(Y, δ, t) = I(YC(Y
<t,δ=1)
) .
Then B(Y, δ, t) is a monotone function with respect to t. Since this class of function is uniform bounded
monotone function for aW t bW , 1/C(Y ) is a composite function of some monotone function and
is bounded for all observed data, then the function class {B(·, ·, t), aW t bW } is a Donsker class by
van der Vaart [18]. Therefore, the asymptotic normality holds by Donsker results. Furthermore, from
Corollary 9.32 in Kosorok [8], we can know that θ̂τ (t) − θτ (t) belongs to Donsker class, as a result, it
√
converges to a Gaussian process. Then n{θ̂τ (t) − θτ (t)} is approximately normal with mean 0 and
variance Σ.
Then derivation of Σ is given as follows,
2
1
Var(θ̂τ (t)) = τ 2 S 2 (t)Var[Ln (t + θτ (t)) − Ln (t)]
f (t + θτ (t))
2
1
= τ 2 S 2 (t){Var[Ln (t + θτ (t))] + Var[Ln (t)]
f (t + θτ (t))
− 2Cov(Ln (t + θτ (t)), Ln (t))}. (A.8)
t dW1 (z)
By Corollary 2.1 in Zhou and Yip [22], Var{Ln (t)} = n1 d(t), where d(t) = aW C 2 (z) ,
for any aW <
t < bW .
It follows from Lemma A.4 that Cov(Ln (t + θτ (t)), Ln (t)) = n1 (A(t) − B(t)) + n1 d(t), and Σ =
( f (t+θ1τ (t)) )2 τ 2 S 2 (t){d(t + θτ (t)) − d(t) − 2(A(t) − B(t))},
If T , X and S are mutually independent, then A(t) − B(t) = 0, so the asymptotic variance can be
simplified as
2
1 1
Var(θ̂τ (t)) = τ 2 S 2 (t){d(t + θτ (t)) − d(t)},
n f (t + θτ (t))
and Σ = ( f (t+θ1τ (t)) )2 τ 2 S 2 (t){d(t + θτ (t)) − d(t)}.
Therefore, we complete the proof of Theorem 3.2.

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SCIENCE CHINA

Quantile residual lifetime for left-truncated and

Received March 18, 2013; accepted February 13, 2014

Keywords left-truncated, right-censored, quantile residual lifetime, empirical process

MSC(2010) 62N01, 90B25

2 Notation and estimation method

C(z) = P (T z Y |T Y ) = α−1 P (T z C)(1 − F (z−)), (2.1)

and C(z) can be consistently estimated by

According to Tsai et al. [17], based on {(Yi , Ti , δi ), i = 1, . . . , n}, a consistent estimator of S is

2.2 Quantile residual life function and its estimation

The τ -quantile residual life function at time t for level τ is deﬁned as

θτ (t) = quantile(X − t|X t). (2.5)

S(t0 + θτ (t0 )) = τ S(t0 ), (2.6)

Un (θτ (t0 )) = Ŝn (t0 + θτ (t0 )) − τ Ŝn (t0 ), (2.7)

where Ŝ is the TJW estimator of S, θ̂τ (t) is the estimator of θτ (t),

6 Application to studies on a retirement community

τ Censor t0 θ̂τ (t0 ) Bias SE SD Cov(%)

0.25 30% 0.1 1.387 0.001 0.101 0.101 94.3

10% 0.1 1.383 −0.003 0.094 0.095 94.3

0% 0.1 1.384 −0.002 0.093 0.094 93.5

0.25 30% 0.3 1.393 0.007 0.102 0.105 95.0

10% 0.3 1.391 0.005 0.090 0.095 96.3

0% 0.3 1.393 0.007 0.089 0.092 96.0

0.25 30% 0.5 1.399 0.013 0.112 0.116 95.0

10% 0.5 1.397 0.011 0.094 0.098 93.3

0% 0.5 1.398 0.012 0.092 0.094 94.3

0.50 30% 0.1 0.691 −0.002 0.068 0.070 95.0

10% 0.1 0.688 −0.005 0.068 0.069 95.0

0% 0.1 0.688 −0.005 0.069 0.070 94.3

0.50 30% 0.3 0.695 0.002 0.059 0.062 95.5

10% 0.3 0.692 −0.001 0.058 0.060 94.5

0% 0.3 0.692 −0.001 0.057 0.060 93.0

0.50 30% 0.5 0.697 0.004 0.061 0.063 95.8

10% 0.5 0.694 0.001 0.056 0.059 95.3

0% 0.5 0.694 0.001 0.057 0.058 94.0

0.75 30% 0.1 0.288 0.001 0.050 0.050 93.8

10% 0.1 0.287 0.000 0.051 0.051 93.5

0% 0.1 0.287 0.000 0.053 0.051 92.3

0.75 30% 0.3 0.287 0.000 0.041 0.041 94.0

10% 0.3 0.286 −0.001 0.040 0.041 93.8

0% 0.3 0.287 0.000 0.040 0.041 93.8

0.75 30% 0.5 0.290 0.003 0.038 0.039 94.8

10% 0.5 0.288 0.001 0.037 0.038 94.8

0% 0.5 0.289 0.002 0.037 0.037 94.0

0.95 30% 0.1 0.054 0.003 0.024 0.026 96.3

10% 0.1 0.054 0.003 0.025 0.027 96.0

0% 0.1 0.054 0.003 0.025 0.027 95.3

0.95 30% 0.3 0.055 0.004 0.019 0.019 94.5

10% 0.3 0.055 0.004 0.018 0.019 93.8

0% 0.3 0.055 0.004 0.019 0.020 94.8

0.95 30% 0.5 0.053 0.002 0.017 0.017 92.8

10% 0.5 0.052 0.001 0.016 0.017 92.3

0% 0.5 0.052 0.001 0.016 0.017 92.0

τ Censor t0 θ̂τ (t0 ) Bias SE SD1 Cov1(%) SD2 Cov2(%)

10% 0.1 1.392 0.006 0.090 0.092 95.3 0.090 94.8

0.0% 0.1 1.393 0.006 0.087 0.090 96.3 0.089 96.3

10% 0.3 1.397 0.011 0.092 0.090 93.8 0.089 93.5

0% 0.3 1.396 0.010 0.090 0.087 94.3 0.086 94.3

10% 0.5 1.399 0.013 0.097 0.095 95.0 0.094 94.8

0% 0.5 1.398 0.012 0.096 0.091 93.8 0.089 93.3

10% 0.1 0.700 0.007 0.065 0.067 95.3 0.067 94.3

0% 0.1 0.700 0.007 0.065 0.068 95.0 0.067 95.0