Whereas much is known about the asymptotic properties of the Kaplan-Meier (1958) estimator (KME) of a survival function, exact results for small samples have been difficult to obtain. In this article, we obtain an exact expression for the αth moment (α > 0) of the KME under a model of proportional hazards. This enables us, under proportional hazards, to (a) study the bias of the KME, and (b) compare the exact variance of the KME to its asymptotic variance.
No takes yet. Share an insight, caveat, or question.
Chen et al. (1982) studied this question.
Synapse has enriched 5 related papers. Consider them for comparative context: