Summary
We prove in this paper that the bias of the Kaplan-Meier estimator functional, which always under-estimates the true value, is decreasing at an exponential rate. An application of the inequality is also given.
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Zhou, M. Two-sided bias bound of the Kaplan-Meier estimator. Probab. Th. Rel. Fields 79, 165–173 (1988). https://doi.org/10.1007/BF00320917
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DOI: https://doi.org/10.1007/BF00320917