Back to Search
Start Over
The jackknife estimate of variance of a Kaplan-Meier integral
- 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.
- Subjects :
- Statistics and Probability
62G30
Kaplan-Meier integral
Estimator
Asymptotic distribution
Function (mathematics)
Variance (accounting)
variance
jackknife
Combinatorics
Distribution function
62G09
Statistics
Variance estimation
Censored data
62G05
Limit (mathematics)
Statistics, Probability and Uncertainty
60G42
Jackknife resampling
Mathematics
Subjects
Details
- Language :
- English
- Database :
- OpenAIRE
- Journal :
- Ann. Statist. 24, no. 6 (1996), 2679-2704
- Accession number :
- edsair.doi.dedup.....caac6fccf9a1dc9bcc8789e7708e7d7f