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We use the semiparametric accelerated failure time model to predict the survival function and its related quantities for future subjects with a given set of covariates. We derive the large-sample distribution for the subject-specific cumulative hazard function estimate. We then propose a simple resampling technique for constructing pointwise confidence intervals and simultaneous bands for the corresponding survival function and its quantile function over a properly selected time interval. The new proposals are illustrated with the Mayo primary biliary cirrhosis data. Copyright Biometrika Trust 2003, Oxford University Press.
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Y. Park (2003) studied this question.
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