Confidence bands for hazard rates under random censorship

• 成果类型: Article
• 署名作者: Cheng, Ming-Yen; Hall, Peter; Tu, Dongsheng
• 署名单位: National Taiwan University; Australian National University; Queens University - Canada; Canadian Cancer Trials Group
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/93.2.357
• 发表日期: 2006
• 页码: 357366
• 关键词: regression; intervals

摘要

We suggest a completely empirical approach to the construction of confidence bands for hazard functions, based on smoothing the Nelsen-Aalen estimator. In particular, we introduce a local bandwidth-choice method. Our approach uses empirical information about both the survival rate and the censoring rate, and employs undersmoothing to alleviate difficulties caused by bias. We use both Edgeworth expansion and numerical simulation, the former to develop a basic formula and the latter to modify it for general use.