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The jackknife estimate of variance of a Kaplan-Meier integral

Authors :
Winfried Stute
Source :
Ann. Statist. 24, no. 6 (1996), 2679-2704
Publication Year :
1996
Publisher :
The Institute of Mathematical Statistics, 1996.

Abstract

Let $\hat{F}_n$ be the Kaplan-Meier estimator of a distribution function F computed from randomly censored data. It is known that, under certain integrability assumptions on a function $\varphi$, the Kaplan-Meier integral $\int \varphi d \hat{F}_n$, when properly standardized, is asymptotically normal. In this paper it is shown that, with probability 1, the jackknife estimate of variance consistently estimates the (limit) variance.

Details

Language :
English
Database :
OpenAIRE
Journal :
Ann. Statist. 24, no. 6 (1996), 2679-2704
Accession number :
edsair.doi.dedup.....caac6fccf9a1dc9bcc8789e7708e7d7f