Abstract #300425

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JSM 2003 Abstract #300425
Activity Number: 246
Type: Contributed
Date/Time: Tuesday, August 5, 2003 : 10:30 AM to 12:20 PM
Sponsor: IMS
Abstract - #300425
Title: Width-Scaled Simultaneous Confidence Bands for Survival Functions
Author(s): Yichuan Zhao*+ and Ian W. McKeague
Companies: Georgia State University and Florida State University
Address: Dept. of Mathematics and Statistics, Atlanta, GA, 30303,
Keywords: Kaplan-Meier estimator ; Nelson-Aalen estimator ; right-censoring ; equal precision
Abstract:

A popular simultaneous confidence band for survival functions is the equal precision band of Nair (1984). This band is found by adjusting the level of Wald-type pointwise confidence intervals centered on the Kaplan-Meier estimator. The present paper develops a complementary method of adjusting pointwise confidence intervals to produce a simultaneous band. Our approach is to scale the width, rather than the level, of the pointwise confidence intervals. The resulting adjustment of the pointwise band, called a width-scaled band, provides an attractive alternative to the equal precision band. Empirical likelihood and Wald-type versions of width-scaled bands are derived in one- and two-sample censored data settings. An example with real data is included.

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