A martingale approach to estimating confidence band with censored data

DOI10.1515/MCMA-2014-0003MaRDI QIDQ487523zbMATH OpenOpenAlexFDO

Authors Eun-Joo Lee, Seung-Hwan Lee

Publication date 22 January 2015

Published in Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/mcma-2014-0003

zbMATH Keywords

censored datamartingalesurvival functionKaplan-Meier estimatesimultaneous confidence band

Mathematics Subject Classification ID

Estimation in survival analysis and censored data (62N02) Nonparametric tolerance and confidence regions (62G15)

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Cited in

(2)

• Likelihood Ratio Confidence Bands in Non-parametric Regression with Censored Data
• Model-based confidence bands for survival functions

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