GENERALIZATION OF THE KAPLAN-MEIER ESTIMATOR FOR STANDARDIZED PROCESSES

The Kaplan-Meier estimator of the survival function is interpreted as an average process estimator. Under this perspective a generalised Kaplan-Meier estimator is presented for analysing continous, multievent and even nonmonotonic processes of the change in degree of function, rather than for the single and 100% loss of function process of standard survival analysis. Furthermore estimates of the survival function in the presence of uncertain or multiple causes of death can be obtained. Worked examples for the estimator and for a corresponding bootstrap variance estimate are given.