Open Access
April 1996 On bootstrap accuracy with censored data
Kani Chen, Shaw-Hwa Lo
Ann. Statist. 24(2): 569-595 (April 1996). DOI: 10.1214/aos/1032894453


In survival analysis with censored data, we consider three closely related survival function estimators: the Kaplan-Meier, Nelson and moment estimators. We derive the Edgeworth expansions for these three estimators with Studentization. Edgeworth expansions for the corresponding bootstrap statistics are also given. It is found that the bootstrap approximation is better than the normal approximation for the Studentized Kaplan-Meier and Nelson estimators, but not so for the Studentized moment estimator. With these results, we construct bootstrap-based confidence intervals with better coverage probabilities. We also include some simulations which show strong agreement with our theoretical findings.


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Kani Chen. Shaw-Hwa Lo. "On bootstrap accuracy with censored data." Ann. Statist. 24 (2) 569 - 595, April 1996.


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

zbMATH: 0860.62036
MathSciNet: MR1394976
Digital Object Identifier: 10.1214/aos/1032894453

Primary: 62E20 , 62G05

Keywords: Edgeworth expansion , Greenwood formula , Kaplan-Meier estimator , moment estimator , Nelson estimator

Rights: Copyright © 1996 Institute of Mathematical Statistics

Vol.24 • No. 2 • April 1996
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