Variance Estimation of a Survival Function with Doubly Censored Failure Time Data

摘要

Doubly censored failure time data often occur in epidemiological or disease progression studies. In this situation, several authors have investigated the problem of estimating a survival function and proposed methods for the problem. However, there appears to be no existing research studying variance estimation of an estimated survival function. This chapter discusses pointwise estimation of variances of an estimated survival function and several methods are presented. The evaluation and comparison of the methods are conducted using numerical studies and a set of real doubly censored failure time data. The results suggest that the proposed methods work well under practical situations.