A counterexample to a conjecture concerning the Hall-Wellner band

• 成果类型: Article
• 署名作者: Chen, K; Ying, ZL
• 署名单位: Rutgers University System; Rutgers University New Brunswick
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• 发表日期: 1996
• 页码: 641-646
• 关键词: random censorship; large sample; estimator

摘要

Hall and Wellner proposed a natural extension of the Kolmogorov-Slmirnov simultaneous confidence band for survival curve using the Kaplan-Meier estimator. They and Gill conjectured that the confidence band holds for all t up to the last observed failure time. A counterexample is given herein, showing that this may not always be true.