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On an exponential bound for the Kaplan–Meier estimator

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Abstract

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 \({{\mathbb{R}}}\) . 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.

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Correspondence to Jon A. Wellner.

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Supported in part by NSF grant DMS-0503822 and by NI-AID grant 2R01 AI291968-04.

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Wellner, J.A. On an exponential bound for the Kaplan–Meier estimator. Lifetime Data Anal 13, 481–496 (2007). https://doi.org/10.1007/s10985-007-9055-z

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