Confidence bands for survival curves under the proportional: Hazards model

In this paper, we show how to construct simultaneous confidence bands for the subject-specific survival curve under the Cox proportional hazards model. The idea is to approximate the distribution of the normalized cumulative hazard estimator by a zero-mean Gaussian process whose distribution can be easily generated through simulation. Numerical studies indicate that the proposed bands are appropriate for practical use. A liver disease example is presented.