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The jackknife estimate of a Kaplan-Meier integral. (English) Zbl 0809.62037

Summary: We derive an explicit formula for the jackknife estimate of a Kaplan- Meier integral. From this the asymptotic analysis of the jackknifed Kaplan-Meier process becomes straightforward. In a small simulation study it is demonstrated that jackknifing may lead to a considerable reduction of the bias.

MSC:

62G09 Nonparametric statistical resampling methods
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