A counterexample to a conjecture concerning the Hall-Wellner band
Kani Chen and Zhiliang Ying
Source: Ann. Statist. Volume 24, Number 2
(1996), 641-646.
Abstract
Hall and Wellner proposed a natural extension of the Kolmogorov-Smirnov 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.
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Keywords: Censored survival data; Kolmogorov-Smirnov statistic; Brownian bridge; Doob's transformation; confidence band; tightness; weak convergence
Full-text: Open access
Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.aos/1032894456
Mathematical Reviews number (MathSciNet): MR1394979
Digital Object Identifier: doi:10.1214/aos/1032894456
Zentralblatt MATH identifier: 0859.62046
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CLEAR WATER BAY HILL CENTER, BUSCH CAMPUS
KOWLOON, HONG KONG PISCATAWAY, NEW JERSEY 08855
