The asymptotic behaviour of the residual life time at time t is investigated (for t rightarrow infty). We derive weak limit laws and their domains of attraction and treat rates of convergence and moment convergence. The presentation exploits the close similarity with extreme value theory.
CITATION STYLE
Stone, C. J. (2007). Rejoinder: The Use of Polynomial Splines and their Tensor Products in Multivariate Function Estimation. The Annals of Statistics, 22(1). https://doi.org/10.1214/aos/1176325364
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