Nonparametric predictive inference with right-censored data

We present a new method of statistical inference for data that include right-censored observations. The method is based on Hill's A((n)), a generalization of this assumption is introduced explicitly to deal with right-censored observations. We derive bounds for the predictive survival function. We compare this approach with Berliner and Hill's A((n))-based method and with Kaplan and Meier's product-limit estimator. One of the attractive features of our method is detailed graphical presentation of the effects of right-censoring. (C) 2003 Elsevier B.V. All rights reserved.