Small-Sample Results for the Kaplan-Meier Estimator
该文在比例风险模型下推导了Kaplan-Meier估计量α阶矩的精确表达式,从而能研究其小样本偏差,并比较精确方差与渐近方差。对从事生存分析或事件史研究的学者有用。
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.