The weak convergence of the Kaplan-Meier estimate for censored survival data to a Gaussian process is used to construct asymptotic confidence bands for the survival curves. The method involves transforming to obtain Brownian motion and using straight line boundaries and hitting probabilities for Brownian motion.
Publié le : 1979-07-14
Classification:
Kaplan-Meier estimate,
confidence band,
survival curve,
Monte Carlo study,
62E20,
62G15,
62E25
@article{1176344742,
author = {Gillespie, Mary Jo and Fisher, Lloyd},
title = {Confidence Bands for the Kaplan-Meier Survival Curve Estimate},
journal = {Ann. Statist.},
volume = {7},
number = {1},
year = {1979},
pages = { 920-924},
language = {en},
url = {http://dml.mathdoc.fr/item/1176344742}
}
Gillespie, Mary Jo; Fisher, Lloyd. Confidence Bands for the Kaplan-Meier Survival Curve Estimate. Ann. Statist., Tome 7 (1979) no. 1, pp. 920-924. http://gdmltest.u-ga.fr/item/1176344742/