Exact nonparametric confidence bands for the survivor function.

@article{Matthews2013ExactNC,
  title={Exact nonparametric confidence bands for the survivor function.},
  author={David A. Matthews},
  journal={The international journal of biostatistics},
  year={2013},
  volume={9 2},
  pages={
          185-204
        }
}
A method to produce exact simultaneous confidence bands for the empirical cumulative distribution function that was first described by Owen, and subsequently corrected by Jager and Wellner, is the starting point for deriving exact nonparametric confidence bands for the survivor function of any positive random variable. We invert a nonparametric likelihood test of uniformity, constructed from the Kaplan-Meier estimator of the survivor function, to obtain simultaneous lower and upper bands for… CONTINUE READING

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