The jackknife estimate of variance of a Kaplan-Meier integral
Stute, Winfried
Ann. Statist., Tome 24 (1996) no. 6, p. 2679-2704 / Harvested from Project Euclid
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Let $\hat{F}_n$ be the Kaplan-Meier estimator of a distribution function F computed from randomly censored data. It is known that, under certain integrability assumptions on a function $\varphi$, the Kaplan-Meier integral $\int \varphi d \hat{F}_n$, when properly standardized, is asymptotically normal. In this paper it is shown that, with probability 1, the jackknife estimate of variance consistently estimates the (limit) variance.
Publié le : 1996-12-14
Classification:  Censored data,  Kaplan-Meier integral,  variance,  jackknife,  62G05,  62G09,  62G30,  60G42 
@article{1032181175,
     author = {Stute, Winfried},
     title = {The jackknife estimate of variance of a Kaplan-Meier integral},
     journal = {Ann. Statist.},
     volume = {24},
     number = {6},
     year = {1996},
     pages = { 2679-2704},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1032181175}
}

Stute, Winfried. The jackknife estimate of variance of a Kaplan-Meier integral. Ann. Statist., Tome 24 (1996) no. 6, pp.  2679-2704. http://gdmltest.u-ga.fr/item/1032181175/