Sequential fixed-width confidence bands for distribution functions under random censoring |
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Authors: | G. Dikta B. Kurtz Prof. Dr. W. Stute |
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Affiliation: | 1. Mathematisches Institut, Universit?t Giessen, Arndtstra?e 2, D-6300, Giessen
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Abstract: | Summary Sequential fixed-width confidence bands for a distribution function are derived in the case, when the data are censored from the right. The Breslow-Crowley invariance principle for the Kaplan Meier estimate is extended to the random sample size situation. Also some simulation results are reported, which illustrate the behavior of the stopping times. |
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Keywords: | Censored data Kaplan-Meier estimate fixed-width confidence band sequential estimation |
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