Width-scaled confidence bands for survival functions

Ian W. McKeague and Yichuan Zhao

Statistics & Probability Letters, 2006, vol. 76, issue 4, 327-339

Abstract: A popular simultaneous confidence band for survival functions is the equal precision band of Nair [1984. Confidence bands for survival functions with censored data: a comparative study. Technometrics 26, 265-275] This band is found by adjusting the level of Wald-type pointwise confidence intervals centered on the Kaplan-Meier estimator. The present paper develops a complementary method of adjusting pointwise confidence intervals to produce a simultaneous band. Our approach is to scale the width, rather than the level, of the pointwise confidence intervals. The resulting adjustment of the pointwise band, called a width-scaled band, provides an attractive alternative to the equal precision band. Empirical likelihood-based width-scaled bands are studied in the one- and two-sample censored data settings. An example with real data is included.

Keywords: Empirical; likelihood; Equal; precision; band; Simultaneous; inference; Right; censoring (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (9)

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