JSM 2015 Preliminary Program

Online Program Home
My Program

Abstract Details

Activity Number: 498
Type: Contributed
Date/Time: Wednesday, August 12, 2015 : 8:30 AM to 10:20 AM
Sponsor: Section on Nonparametric Statistics
Abstract #316035
Title: Small Sample Saddlepoint Confidence Intervals For Survival Function Estimators Under The Proportional Hazards Model
Author(s): Emad Abdurasul* and Robert Paige
Companies: and Missouri University of Science and Technology
Keywords: saddlepoint approximations ; Kaplan-Meier ; small sample inference ; confidence intervals
Abstract:

We develop a saddlepoint-based method for generating small sample confidence intervals in the Kaplan-Meier (KM) estimator under the proportional hazards model. Our method depends upon Mellin transforms for zero-truncated random variables which we define and derive for the KM estimator. These transforms are inverted via saddlepoint approximations to yield highly accurate approximations to the KM cumulative distribution function of the respective cumulative hazard function estimator and these distribution functions are then inverted to produce our saddlepoint confidence intervals.

Authors who are presenting talks have a * after their name.

Back to the full JSM 2015 program





For program information, contact the JSM Registration Department or phone (888) 231-3473.

For Professional Development information, contact the Education Department.

The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.

2015 JSM Online Program Home