Confidence Bands for the Median Survival Time as a Function of the Covariates in the Cox Model
Cox模型中随协变量变化的中位生存时间置信带
Let ξp (x) be the pth quantile of the distribution of the life length of an individual with covariate vector x in the Cox model. We introduce an estimator ξp (x) of ξp (x) and develop several families of confidence bands for ξ(x) as a function of x. To construct one type of band, we proceed as follows. We show that as n → ∞, where n is the number of individuals in the study, ) converges weakly to a Gaussian process W(x) with a complicated covariance structure. We then…