The jackknife estimate of variance of a Kaplan-Meier integral

• 成果类型: Article
• 署名作者: Stute, W
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• 发表日期: 1996
• 页码: 2679-2704
• 关键词: random censorship; sample

摘要

Let (F) over cap(n) be the Kaplan-Meier estimator of a distribution function F computed from randomly censored data. It is known that, under certain integrability assumptions on a function phi, the Kaplan-Meier integral integral phi d (F) over cap(n), when properly standardized, is asymptotically normal. In this paper it is shown that, with probability 1, the jackknife estimate of variance consistently estimates the (limit) variance.