AISM 53, 708-729
© 2001 ISM
(Received May 13, 1999; revised April 4, 2000)
Abstract. In this paper a two-stage bootstrap method is proposed for nonparametric regression with right censored data. The method is applied to construct confidence intervals and bands for a conditional survival function. Its asymptotic validity is established using counting process techniques and martingale central limit theory. The performance of the bootstrap method is investigated in a Monte Carlo study. An illustration is given using a real data.
Key words and phrases: Bootstrap, Beran's estimate, censoring, confidence bands, confidence intervals, Kaplan-Meier estimate, nonparametric regression, quantile regression.
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