AUTHOR:  Hollander, M., McKeague, I. W. and Yang, J.
DATE: 1995
TITLE: Likelihood Ratio-Based Confidence Bands for Survival Functions

ABSTRACT:  
Thomas and Grunkemeier (1975) introduced a nonparametric
likelihood ratio approach to confidence interval estimation of
survival probabilities based on right censored
data. We construct simultaneous confidence bands
using this approach. The boundaries of the bands
are contained within [0,1].   A procedure essentially equivalent
to a bias correction is developed. The resulting increase in coverage
accuracy is illustrated by an example and a simulation study. 
We look at various versions of log-likelihood ratio based confidence bands
and compare them with the Hall--Wellner band and Nair's equal precision band.
Likelihood ratio based  bands for cumulative hazard functions 
are also constructed.