Joe Padgett

Department of Statistics

University of South Carolina


Smooth Confidence Bands for the Survival Function from Randomly Right-Censored Data

Randomly right-censored data arise often in industrial life testing and medical trials. Asymptotic confidence bands for the survival function from such data have been proposed by several authors. All of these bands are based on the empirical estimator of the survival function, i.e. the product-limit estimator. Here, asymptotic confidence bands are developed from the kernel smoothed estimator of the survival function under the general right-censorship model. These new bands are compared to empirical bands by simulations, indicating that for small sample sizes the smooth bands perform much better than the empirical counterparts.


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