Confidence Bands under Proportional Hazards.
Abstract
Asymptotic simultaneous confidence bands are derived for the survival function under the proportional hazards model of random right-censorship. These bands are based on the maximum likelihood estimater of the survival function, rather than the well-known product limit estimater. In the case where the censoring parameter, denoted by beta, is known the bands are asymptotically exact, while when beta is unknown the bands are asymptotically conservative. For the case where beta is unknown, the proposed bands are shown to be narrower than those proposed by Cheng and Chang (1985). Csorgo and Korvath's (1986) idea of mixing bands is then employed to obtain even narrower bands. As one would expect, under the more structured model, the PLE-based band of Gillespie and Fisher (1979) is shown to be inferior to the MLE-based bands, and this inferiority is more marked as the degree of censoring increases.
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 01, 1986
- Accession Number
- ADA174523
Entities
People
- Edsel Pena
- Myles Hollander
Organizations
- Florida State University