Simultaneous confidence bands for the integrated hazard function

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dc.creatorDudek, Anna
dc.creatorGocwin, Maciej
dc.creatorLeskow, Jacek
dc.date2006-01-14
dc.date.accessioned2026-07-07T08:07:27Z
dc.date.available2026-07-07T08:07:27Z
dc.descriptionThe construction of the simultaneous confidence bands for the integrated hazard function is considered. The Nelson--Aalen estimator is used. The simultaneous confidence bands based on bootstrap methods are presented. Two methods of construction of such confidence bands are proposed. The weird bootstrap method is used for resampling. Simulations are made to compare the actual coverage probability of the bootstrap and the asymptotic simultaneous confidence bands. It is shown that the equal--tailed bootstrap confidence band has the coverage probability closest to the nominal one. We also present application of our confidence bands to the data regarding survival after heart transplant.
dc.description15 pages, 4 figures
dc.identifierhttps://arxiv.org/abs/math/0601346
dc.identifierhttp://arxiv.org/abs/math/0601346
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/130946
dc.subjectStatistics Theory
dc.subject65C60, 62F25, 62F40
dc.titleSimultaneous confidence bands for the integrated hazard function
dc.typetext

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