On an exponential bound for the Kaplan-Meier estimator

被引:7
|
作者
Wellner, Jon A. [1 ]
机构
[1] Univ Washington, Dept Stat, Seattle, WA 98195 USA
基金
美国国家科学基金会;
关键词
random censoring; right censoring; product limit estimator; inequalities; universal limit theorems; uniform limit theorems; confidence bands; empirical distribution;
D O I
10.1007/s10985-007-9055-z
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We review limit theory and inequalities for the Kaplan-Meier Kaplan and Meier (J Am Stat Assoc 53:457-481, 1958) product limit estimator of a survival function on the whole line R . Along the way we provide bounds for the constant in an interesting inequality due to Biotouze et al. (Ann Inst H Poincare Probab Stat 35:735-763, 1999), and provide some numerical evidence in support of one of their conjectures.
引用
收藏
页码:481 / 496
页数:16
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