Hall and Wellner proposed a natural extension of the Kolmogorov-Smirnov simultaneous confidence band for survival curve using the Kaplan-Meier estimator. They and Gill conjectured that the confidence band holds for all t up to the last observed failure time. A counterexample is given herein, showing that this may not always be true.
@article{1032894456,
author = {Chen, Kani and Ying, Zhiliang},
title = {A counterexample to a conjecture concerning the Hall-Wellner band},
journal = {Ann. Statist.},
volume = {24},
number = {6},
year = {1996},
pages = { 641-646},
language = {en},
url = {http://dml.mathdoc.fr/item/1032894456}
}
Chen, Kani; Ying, Zhiliang. A counterexample to a conjecture concerning the Hall-Wellner band. Ann. Statist., Tome 24 (1996) no. 6, pp. 641-646. http://gdmltest.u-ga.fr/item/1032894456/