Comparing quantile residual life functions by confidence bands.

In this article we present a nonparametric method for constructing confidence bands for the difference of two quantile residual life (qrl) functions. These bands provide evidence for two random variables ordering with respect to the qrl order. The comparison of qrl functions is of importance, specially in the treatment of cancer when there exists a possibility of benefiting from a new secondary therapy. A qrl function is the quantile of the remaining life of a surviving subject, as it varies with time. We show the applicability of this approach in Medicine and Ecology. A simulation study has been carried out to evaluate and illustrate the performance and the consistency of this new methodology.