The Jackknife estimate of covariance of two Kaplan–Meier integrals with covariables

Abstract

In this paper the Jackknife estimate of covariance of two Kaplan–Meier integrals with covariates is introduced. Its strong consistency is established under mild conditions. Several applications of the estimator are discussed.

Keywords:

• strong consistency
• survival analysis
• censored data
• Kaplan–Meier
• reverse-time submartingale

AMS Subject Classification:

• 62G20
• 62G09
• 62N02

Acknowledgements

The authors thank the Associate Editor and two anonymous referees for suggestions which have improved the presentation of the paper.

Additional information

Funding

This work was supported by funding from the European Community's Seventh Framework Programme FP7/2011: Marie Curie Initial Training Network MEDIASRES (‘Novel Statistical Methodology for Diagnostic/Prognostic and Therapeutic Studies and Systematic Reviews’; www.mediasres-itn.eu) with the Grant Agreement Number 290025. Second author was supported by the Grant MTM2011-23204 (FEDER support included) of the Spanish Ministry of Science and Innovation.