Simultaneous confidence bands for the integrated hazard function

Details Simultaneous confidence bands for the integrated hazard function Simultaneous confidence bands for the integrated hazard function

2006-01-14

arxiv.org/abs/math/0601346v1

Mathematics

Statistics Theory

15 pages, 4 figures

Scientific paper

The 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.

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