Edgeworth expansions for the product-limit estimator under left-truncationand right-censoring with the bootstrap

Authors
Citation
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
Citations number
17
Categorie Soggetti
Mathematics
Journal title
STATISTICA SINICA
ISSN journal
10170405 → ACNP
Volume
11
Issue
4
Year of publication
2001
Pages
1069 - 1079
Database
ISI
SICI code
1017-0405(200110)11:4<1069:EEFTPE>2.0.ZU;2-1
Abstract
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.