Nonparametric likelihood ratio confidence bands for quantile functions from incomplete survival data
نویسندگان
چکیده
منابع مشابه
Likelihood ratio confidence bands in nonparametric regression with censored data
Let (X,Y ) be a random vector, where Y denotes the variable of interest possibly subject to random right censoring, and X is a covariate. We construct confidence intervals and bands for the conditional survival and quantile function of Y given X using a nonparametric likelihood ratio approach. This approach was introduced by Thomas and Grunkemeier (1975), who estimated confidence intervals of s...
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Simultaneous confidence bands (SCBs) for survival functions, from randomly right censored data, can be computed by inverting likelihood ratio functions based on appropriate thresholds. Sometimes, however, the requisite asymptotic distributions are intractable, or thresholds based on Brownian bridge approximations are not easy to obtain when SCBs over only sub-regions are possible or desired. We...
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A new formulation for the construction of adaptive confidence bands in non-parametric function estimation problems is proposed. Confidence bands are constructed which have size that adapts to the smoothness of the function while guaranteeing that both the relative excess mass of the function lying outside the band and the measure of the set of points where the function lies outside the band are...
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We introduce an adjusted likelihood ratio procedure for computing pointwise confidence intervals for survival functions from censored data. The test statistic, scaled by a ratio of two variance quantities, is shown to converge to a chi-squared distribution with one degree of freedom. The confidence intervals are seen to be a neighborhood of a semiparametric survival function estimator and are s...
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A popular simultaneous confidence band for survival functions is the equal precision band of Nair [1984. Confidence bands for survival functions with censored data: a comparative study. Technometrics 26, 265–275] 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 adjus...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1996
ISSN: 0090-5364
DOI: 10.1214/aos/1032894455