TY - JOUR
T1 - Confidence bands for hazard rates under random censorship
AU - Cheng, Ming-Yen
AU - Hall, Peter
AU - Tu, Dongsheng
PY - 2006/6
Y1 - 2006/6
N2 - We suggest a completely empirical approach to the construction of confidence bands for hazard functions, based on smoothing the Nelsen-Aalen estimator. In particular, we introduce a local bandwidth-choice method. Our approach uses empirical information about both the survival rate and the censoring rate, and employs undersmoothing to alleviate difficulties caused by bias. We use both Edgeworth expansion and numerical simulation, the former to develop a basic formula and the latter to modify it for general use.
AB - We suggest a completely empirical approach to the construction of confidence bands for hazard functions, based on smoothing the Nelsen-Aalen estimator. In particular, we introduce a local bandwidth-choice method. Our approach uses empirical information about both the survival rate and the censoring rate, and employs undersmoothing to alleviate difficulties caused by bias. We use both Edgeworth expansion and numerical simulation, the former to develop a basic formula and the latter to modify it for general use.
UR - http://www.scopus.com/inward/record.url?eid=2-s2.0-33745584062&partnerID=MN8TOARS
U2 - 10.1093/biomet/93.2.357
DO - 10.1093/biomet/93.2.357
M3 - Journal article
SN - 0006-3444
VL - 93
SP - 357
EP - 366
JO - Biometrika
JF - Biometrika
IS - 2
ER -