Simultaneous confidence bands for the integrated hazard function

Preprint English OPEN
Dudek, Anna; Gocwin, Maciej; Leskow, Jacek;
(2006)
  • Subject: Mathematics - Statistics Theory | 65C60, 62F25, 62F40
    arxiv: High Energy Physics::Experiment

The construction of the simultaneous confidence bands for the integrated hazard function is considered. The Nelson--Aalen estimator is used. The simultaneous confidence bands based on bootstrap methods are presented. Two methods of construction of such confidence bands ... View more
  • References (13)
    13 references, page 1 of 2

    [1] Andersen P.K., Borgan O., Gill R.D., Keiding N. (1992) Statistical Models Based on Counting Procces. Springer.

    [2] Bie O., Borgan Ø., Liestøl K. (1987) Confidence intervals and confidence bands for the cumulative hazard rate function and their small sample properties. Scand. J. Statist. 14: 221-233.

    [3] Billingsley P. (1968) Convergence of Probability Measures. New York: Wiley.

    [4] Braun W.J., Kulperger R.J. (1998) A bootstrap for point processes. J. Statist. Comput. Simul. 60: 129-155.

    [5] Braun W.J., Kulperger R.J. (2003) Re-colouring the Intensity-Based Bootstrap for point Processes. Communications in Statistics Simulation and Computation 32(2): 475-488.

    [6] Cowling A., Hall P., Phillips M.J. (1996) Bootstrap confidence regions for the intensity of a Poisson point process. Am. Stat. Ass. 91(436): 1516-1524.

    [7] Davison A.C., Hinkley D.V. (1999) Bootstrap Methods and their Applications. Cambridge University Press.

    [8] Efron B., Tibshirani R.J. (1993) An Introduction to the Bootstrap. Chapman&Hall/CRC.

    [9] Kalbfleisch J.D., Prentice R.L. (2002) The Statistical Analysis of Failure Time Data. John Willey & Sons, Inc.

    [11] Le´skow J., Ro´z˙an´ski R. (1989) Histogram maximum likelihood estimator in the multiplicative intensity model. Stochastic Processes and their Applications 31: 151- 159.

  • Metrics
Share - Bookmark