On an exponential bound for the Kaplan-Meier estimator.
We review limit theory and inequalities for the Kaplan-Meier Kaplan and Meier (J Am Stat Assoc 53:457-481, 1958) product limit estimator of a survival function on the whole line [Formula: see text] . Along the way we provide bounds for the constant in an interesting inequality due to Biotouzé et al. (Ann Inst H Poincaré Probab Stat 35:735-763, 1999), and provide some numerical evidence in support of one of their conjectures.
Wellner
Jon A
JA
Department of Statistics, University of Washington, 354322, Seattle, WA 98195-4322, USA. jaw@stat.washington.edu
D003198:Computer Simulation; D003627:Data Interpretation, Statistical; D006801:Humans; D053208:Kaplan-Meier Estimate; D009010:Monte Carlo Method