Abstract
This paper develops some non-parametric simultaneous confidence bands for survival function when data are randomly censored on the right. To construct the confidence bands, a computer-assisted method is utilized and this approach requires no distributional assumptions, so the confidence bands can be easily estimated. The procedures are based on the integrated martingale whose distribution is approximated by a Gaussian process. The supremum distribution of the Gaussian process generated by simulation techniques leads to the construction of the confidence bands. To improve the estimation procedures for the finite sample sizes, the log-minus-log transformation is employed. The proposed confidence bands are assessed using numerical simulations and applied to a real-world data set regarding leukemia.
© 2014 by De Gruyter
