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Bibliographic Details
Main Authors:	Rodenkirchen, J., Hoyer, A.
Format:	Preprint
Published:	2024
Subjects:	Statistics Theory
Online Access:	https://arxiv.org/abs/2406.07994
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Table of Contents:

In this article, we introduce an estimator for the asymptotic variance of the Greenwood variance estimator, where the latter is crucial for assessing the accuracy of the Kaplan-Meier survival estimator. The result indicates that the asymptotic variance of the Greenwood variance estimator is considerably smaller than that of the Kaplan-Meier variance estimator. This finding emphasizes the robustness of the Greenwood estimator.