Bootstrap Confidence Bands for the Weibull And Extreme Value Regression Models with Randomly Censored Data

Document Type : Original Article

Authors

Abstract

Simultaneous confidence bands for percentiles of the Weibull and extreme value regression models are presented. The bootstrap algorithm suggested by Efron (1979) is used to construct confidence bands with randomly censored data. Similar bands are developed for complete data employing Monte Carlo simulation. The single Weibull and extreme value distributions are considered as special cases. The accuracy of the procedures is investigated for complete sample cases.

Keywords