The Annals of Statistics

Confidence Bands for the Kaplan-Meier Survival Curve Estimate

Mary Jo Gillespie and Lloyd Fisher

Full-text: Open access

Abstract

The weak convergence of the Kaplan-Meier estimate for censored survival data to a Gaussian process is used to construct asymptotic confidence bands for the survival curves. The method involves transforming to obtain Brownian motion and using straight line boundaries and hitting probabilities for Brownian motion.

Article information

Source
Ann. Statist., Volume 7, Number 4 (1979), 920-924.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176344742

Digital Object Identifier
doi:10.1214/aos/1176344742

Mathematical Reviews number (MathSciNet)
MR532256

Zentralblatt MATH identifier
0423.62085

JSTOR
links.jstor.org

Subjects
Primary: 62E20: Asymptotic distribution theory
Secondary: 62G15: Tolerance and confidence regions 62E25

Keywords
Kaplan-Meier estimate confidence band survival curve Monte Carlo study

Citation

Gillespie, Mary Jo; Fisher, Lloyd. Confidence Bands for the Kaplan-Meier Survival Curve Estimate. Ann. Statist. 7 (1979), no. 4, 920--924. doi:10.1214/aos/1176344742. https://projecteuclid.org/euclid.aos/1176344742


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