Cheng, Ming-Yen; Hall, Peter; Tu, Dongsheng - In: Biometrika 93 (2006) 2, pp. 357-366
We suggest a completely empirical approach to the construction of confidence bands for hazard functions, based on smoothing the Nelsen-Aalen estimator. In particular, we introduce a local bandwidth-choice method. Our approach uses empirical information about both the survival rate and the...