Two-sided bias bound of the Kaplan-Meier estimator (Q1094778)
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English | Two-sided bias bound of the Kaplan-Meier estimator |
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Two-sided bias bound of the Kaplan-Meier estimator (English)
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1988
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We prove in this paper that the bias of the Kaplan-Meier estimator functional, which always under-estimates the true value, is decreasing at an exponential rate. An application of the inequality is also given.
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bias
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Kaplan-Meier estimator functional
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inequality
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exponential bound
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