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April 1996 A counterexample to a conjecture concerning the Hall-Wellner band
Kani Chen, Zhiliang Ying
Ann. Statist. 24(2): 641-646 (April 1996). DOI: 10.1214/aos/1032894456


Hall and Wellner proposed a natural extension of the Kolmogorov-Smirnov simultaneous confidence band for survival curve using the Kaplan-Meier estimator. They and Gill conjectured that the confidence band holds for all t up to the last observed failure time. A counterexample is given herein, showing that this may not always be true.


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Kani Chen. Zhiliang Ying. "A counterexample to a conjecture concerning the Hall-Wellner band." Ann. Statist. 24 (2) 641 - 646, April 1996.


Published: April 1996
First available in Project Euclid: 24 September 2002

zbMATH: 0859.62046
MathSciNet: MR1394979
Digital Object Identifier: 10.1214/aos/1032894456

Primary: 62E20
Secondary: 62G30

Keywords: Brownian bridge , Censored survival data , Confidence band , Doob's transformation , Kolmogorov-Smirnov statistic , tightness , weak convergence

Rights: Copyright © 1996 Institute of Mathematical Statistics

Vol.24 • No. 2 • April 1996
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