Electronic Journal of Statistics

Smooth confidence intervals for the survival function under random right censoring

Dimitrios Bagkavos and Dimitrios Ioannides

Full-text: Open access

Abstract

The present article presents a methodological advance which contributes to the area of nonparametric survival analysis under random right censoring. The central idea is to develop pointwise confidence intervals for the survival function by means of a central limit theorem for an, already existing in the literature, kernel smooth survival estimate. Numerical simulations reveal the progress in coverage accuracy offered by the suggested confidence intervals over the proposals already existing in the literature.

Article information

Source
Electron. J. Statist., Volume 6 (2012), 843-860.

Dates
First available in Project Euclid: 14 May 2012

Permanent link to this document
https://projecteuclid.org/euclid.ejs/1337002294

Digital Object Identifier
doi:10.1214/12-EJS697

Mathematical Reviews number (MathSciNet)
MR2988431

Zentralblatt MATH identifier
1281.62119

Subjects
Primary: 62G05: Estimation
Secondary: 62N02: Estimation

Keywords
Survival function confidence interval censoring kernel

Citation

Bagkavos, Dimitrios; Ioannides, Dimitrios. Smooth confidence intervals for the survival function under random right censoring. Electron. J. Statist. 6 (2012), 843--860. doi:10.1214/12-EJS697. https://projecteuclid.org/euclid.ejs/1337002294


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