On the asymptotic distribution of an isotonic window estimator for the generalized failure rate function

Abstract

Barlow and van Zwet (1969, 1970, 1971) have proposed the isotonic window estimators for the generalized failure rate function and established some asymptotic properties. In this paper, we provide a proof, together with a set of sufficient conditions, of the asymptotic normality of an isotonic window estimator.

Keywords:

• Isotonic window estimator
• failure rate function
• localized isotonic window estimator
• consistency
• asymptotic equivalence
• asymptotic normality