Bootstrapping the Kaplan–Meier estimator on the whole line

Dennis Dobler ()
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Dennis Dobler: Ulm University

Annals of the Institute of Statistical Mathematics, 2019, vol. 71, issue 1, No 9, 213-246

Abstract: Abstract This article is concerned with proving the consistency of Efron’s bootstrap for the Kaplan–Meier estimator on the whole support of a survival function. While previous works address the asymptotic Gaussianity of the Kaplan–Meier estimator without restricting time, we enable the construction of bootstrap-based time-simultaneous confidence bands for the whole survival function. Other practical applications include bootstrap-based confidence bands for the mean residual lifetime function or the Lorenz curve as well as confidence intervals for the Gini index. Theoretical results are complemented with a simulation study and a real data example which result in statistical recommendations.

Keywords: Counting process; Right censoring; Resampling; Efron’s bootstrap; Mean residual lifetime; Lorenz curve; Gini index (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1007/s10463-017-0634-9

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