Weak convergence of the bootstrapped conditional kaplan-meier process and its quantile process
(1997) Communications in Statistics: Theory and Methods — Vol. 26, n° 4, p. 853-869 (1997)
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- Abstract
- We consider a fixed design regression model in which the observations are subject to random right censoring. We establish weak convergence results for Beran's conditional Kaplan-Meier estimator and the corresponding quantile estimator, as well as for their bootstrapped versions. This enables us to construct bootstrap confidence bands for both the distribution and the quantile function.
- Affiliations
Limburgs universitair Centrum
Citations
Van Keilegom, I., & Veraverbeke, N. (1997). Weak convergence of the bootstrapped conditional kaplan-meier process and its quantile process. Communications in Statistics: Theory and Methods, 26(4), 853-869. https://doi.org/10.1080/03610929708831954 (Original work published 1997)