In survival analysis with censored data, we consider three closely related survival function estimators: the Kaplan-Meier, Nelson and moment estimators. We derive the Edgeworth expansions for these three estimators with Studentization. Edgeworth expansions for the corresponding bootstrap statistics are also given. It is found that the bootstrap approximation is better than the normal approximation for the Studentized Kaplan-Meier and Nelson estimators, but not so for the Studentized moment estimator. With these results, we construct bootstrap-based confidence intervals with better coverage probabilities. We also include some simulations which show strong agreement with our theoretical findings.
Publié le : 1996-04-14
Classification:
Kaplan-Meier estimator,
Nelson estimator,
moment estimator,
Greenwood formula,
Edgeworth expansion,
62G05,
62E20
@article{1032894453,
author = {Chen, Kani and Lo, Shaw-Hwa},
title = {On bootstrap accuracy with censored data},
journal = {Ann. Statist.},
volume = {24},
number = {6},
year = {1996},
pages = { 569-595},
language = {en},
url = {http://dml.mathdoc.fr/item/1032894453}
}
Chen, Kani; Lo, Shaw-Hwa. On bootstrap accuracy with censored data. Ann. Statist., Tome 24 (1996) no. 6, pp. 569-595. http://gdmltest.u-ga.fr/item/1032894453/