Abstract
Thomas and Grunkemeier introduced a nonparametric likelihood ratio approach to confidence interval estimation of survival probabilities based on right-censored data. We construct simultaneous confidence bands using this approach. The boundaries of the bands are contained within [0, 1]. A procedure essentially equivalent to a bias correction is developed. The resulting increase in coverage accuracy is illustrated by an example and a simulation study. We look at various versions of log-likelihood ratio-based confidence bands and compare them to the Hall-Wellner band and Nair's equal precision band. We also construct likelihood ratio-based bands for cumulative hazard functions. © 1997 Taylor and Francis Group, LLC.
| Original language | English |
|---|---|
| Pages (from-to) | 215-226 |
| Journal | Journal of the American Statistical Association |
| Volume | 92 |
| Issue number | 437 |
| DOIs | |
| Publication status | Published - 1 Mar 1997 |
| Externally published | Yes |
Bibliographical note
Publication details (e.g. title, author(s), publication statuses and dates) are captured on an “AS IS” and “AS AVAILABLE” basis at the time of record harvesting from the data source. Suggestions for further amendments or supplementary information can be sent to [email protected].Research Keywords
- Bias correction
- Cumulative hazard rate
- Kaplan-Meier estimator
- Likelihood ratio statistic
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