Yt. Hwang, Edgeworth expansions for the product-limit estimator under left-truncationand right-censoring with the bootstrap, STAT SINICA, 11(4), 2001, pp. 1069-1079
An Edgeworth expansion for the distribution function of the product-limit e
stimator of survival time under the left-truncation and right-censoring mod
el is derived. This expansion gives more accurate approximations than the u
sual normal approximation from weak convergence. In addition, by constructi
ng the bootstrap sample from left-truncation and right-censored data, the E
dgeworth expansion for the bootstrap statistic is given, allowing a bootstr
ap base confidence interval with better coverage probability.