CONFIDENCE BANDS FOR A SURVIVAL-CURVE FROM CENSORED-DATA

成果类型:
Article
署名作者:
HALL, WJ; WELLNER, JA
刊物名称:
BIOMETRIKA
ISSN/ISSBN:
0006-3444
发表日期:
1980
页码:
133143
关键词:
摘要:
For arbitrarily right-censored data, the Kaplan-Meier product-limit estimator .**GRAPHIC**. provides a nonparametric estimate of the survival function S0 = 1 - F0. Large-sample simultaneous confidence bands are provided for S0, centered at .**GRAPHIC**. The derivation uses the weak convergence of .**GRAPHIC**. - S0(t)}, on a finite interval, to a Gaussian process, a theorem of Breslow and Crowley (1974), and transforms both the time and space axes of the limiting process to achieve a Brownian bridge limit. Parameters in the transformation are replaced by uniformly consistent estimates to form the bands. The new bands reduce to the well-known Kolmogorov bands in the absence of censoring. Comparisons are made with recent bands of Gillespie and Fisher (1979) and V.N. Nair. The bands are illustrated by imposing some different kinds of random censorship on a set of uncensored data.