Confidence Bands for the Kaplan-Meier Survival Curve Estimate

Mary Jo Gillespie; Lloyd Fisher

doi:10.1214/aos/1176344742

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Home > Journals > Ann. Statist. > Volume 7 > Issue 4 > Article

July, 1979 Confidence Bands for the Kaplan-Meier Survival Curve Estimate

Mary Jo Gillespie, Lloyd Fisher

Ann. Statist. 7(4): 920-924 (July, 1979). DOI: 10.1214/aos/1176344742

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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.

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Mary Jo Gillespie. Lloyd Fisher. "Confidence Bands for the Kaplan-Meier Survival Curve Estimate." Ann. Statist. 7 (4) 920 - 924, July, 1979. https://doi.org/10.1214/aos/1176344742

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Published: July, 1979

First available in Project Euclid: 12 April 2007

zbMATH: 0423.62085

MathSciNet: MR532256

Digital Object Identifier: 10.1214/aos/1176344742

Subjects:

Primary: 62E20

Secondary: 62E25 , 62G15

Keywords: Confidence band , Kaplan-Meier estimate , Monte Carlo study , survival curve

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Ann. Statist.

Vol.7 • No. 4 • July, 1979

Institute of Mathematical Statistics

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Mary Jo Gillespie, Lloyd Fisher "Confidence Bands for the Kaplan-Meier Survival Curve Estimate," The Annals of Statistics, Ann. Statist. 7(4), 920-924, (July, 1979)

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