Simultaneous confidence bands for the integrated hazard function

Computational Statistics

Volumn 23, Issue 1, 2008, Pages 41-62

  Dudek, Anna ^a   Goćwin, MacIej ^a   Leśkow, Jacek ^a  

^a AGH UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Poland)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 38149085285     PISSN: 09434062     EISSN: 16139658     Source Type: Journal    
DOI: 10.1007/s00180-007-0067-7     Document Type: Article

References (14)

1. Andersen PK, Borgan O, Gill RD, Keiding N (1993) Statistical models based on counting processes. Springer, Heidelberg
2. Bie O, Borgan O, Liestø l K (1987) Confidence intervals and confidence bands for the cumulative hazard rate function and their small sample properties. Scand J Statist 14:221-233
3. Braun WJ, Kulperger RJ (1998) A bootstrap for point processes. J Stat Comput Simul 60:129-155
4. Braun WJ, Kulperger RJ (2003) Re-colouring the intensity-based bootstrap for point processes. Commun Stat Simul Comput 32(2):475-488
5. Cowling A, Hall P, Phillips MJ (1996) Bootstrap confidence regions for the intensity of a Poisson point process. Am Stat Assoc 91(436):1516-1524
6. Davison AC, Hinkley DV (1999) Bootstrap methods and their applications. Cambridge University Press, London
7. Efron B, Tibshirani RJ (1993) An introduction to the bootstrap. Chapman&Hall/CRC, New York
8. Hall P (1992) The bootstrap and Edgeworth expantion. Springer, New York
9. Kalbfleisch JD, Prentice RL (2002) The statistical analysis of failure time data. Willey, New York
10. Leśkow J (1988) Histogram maximum likelihood estimator of a periodic function in the multiplicative intensity model. Stat Decis 6:79-88
11. Leśkow J, Rózański R (1989) Histogram maximum likelihood estimator in the multiplicative intensity model. Stoch Process Appl 31:151-159
12. Leśkow J, Wronka C (2004) Bootstrap resampling in the analysis of time series. Springer, Heidelberg, pp 267-274
13. Loader C (1993) Nonparemetric regression, confidence bands and bias correction. Comput Sci Stat. In: Proceedings of the 25th symposium on the interface, pp 131-136
14. Snethlage M (1999) Is bootstrap really helpful in point process statistics? Metrika 49:245-255