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Confidence bands for hazard rates under random censorship

Cheng, Ming-Yen; Hall, Peter; Tu, Dongsheng

Description

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...[Show more]

CollectionsANU Research Publications
Date published: 2006
Type: Journal article
URI: http://hdl.handle.net/1885/18857
Source: Biometrika
DOI: 10.1093/biomet/93.2.357

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