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Two-sided bias bound of the Kaplan-Meier estimator - MaRDI portal

Two-sided bias bound of the Kaplan-Meier estimator (Q1094778)

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scientific article; zbMATH DE number 4026570
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Two-sided bias bound of the Kaplan-Meier estimator
scientific article; zbMATH DE number 4026570

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    Two-sided bias bound of the Kaplan-Meier estimator (English)
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    1988
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    We prove in this paper that the bias of the Kaplan-Meier estimator functional, which always under-estimates the true value, is decreasing at an exponential rate. An application of the inequality is also given.
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    bias
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    Kaplan-Meier estimator functional
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    inequality
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    exponential bound
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