Small-sample results for the Kaplan-Meier estimator

Y. Y. Chen; M. Hollander; N. A. Langberg

doi:10.1080/01621459.1982.10477777

Small-sample results for the Kaplan-Meier estimator

Y. Y. Chen, M. Hollander, N. A. Langberg

Department of Statistics

Research output: Contribution to journal › Article › peer-review

Abstract

Whereas much is known about the asymptotic properties of the Kaplan-Meier (1958) estimator (KME) of a survival function, exact results for small samples have been difficult to obtain. In this article, we obtain an exact expression for the αth moment (α > 0) of the KME under a model of proportional hazards. This enables us, under proportional hazards, to (a) study the bias of the KME, and (b) compare the exact variance of the KME to its asymptotic variance.

Original language	English
Pages (from-to)	141-144
Number of pages	4
Journal	Journal of the American Statistical Association
Volume	77
Issue number	377
DOIs	https://doi.org/10.1080/01621459.1982.10477777
State	Published - Mar 1982

Keywords

Censoring
Incomplete data
Kaplan-Meier estimator
Proportional hazards

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1080/01621459.1982.10477777

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KW - Incomplete data

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Small-sample results for the Kaplan-Meier estimator

Abstract

Keywords

ASJC Scopus subject areas

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