. Author manuscript; available in PMC: 2023 Oct 18.

Published in final edited form as: J R Stat Soc Series B Stat Methodol. 2016 Dec 26;79(5):1415–1437. doi: 10.1111/rssb.12224

Table 3.

Empirical coverage probability of 95% confidence intervals for Λ₀(t) at t = 0.2 with (n, s) = (150, 2)

Λ₀(t)	d	ρ = 0.25		ρ = 0.4		ρ = 0.6		ρ = 0.75

		Dirac	Unif[0, 2]	Dirac	Unif[0, 2]	Dirac	Unif[0, 2]	Dirac	Unif[0, 2]
t	100	95.3%	95.1%	94.7%	95.1%	95.2%	94.6%	95.4%	94.9%
	200	95.5%	95.8%	95.7%	95.3%	94.6%	94.5%	94.4%	94.2%
	500	95.9%	96.2%	95.5%	94.8%	94.3%	94.1%	93.7%	93.5%

t ²	100	95.1%	95.3%	95.2%	95.0%	95.4%	94.7%	95.2%	95.3%
	200	95.5%	94.8%	95.4%	94.7%	94.6%	94.0%	94.4%	94.5%
	500	96.6%	96.7%	96.1%	95.4%	94.9%	94.3%	93.8%	93.6%

t ³	100	95.2%	95.0%	95.1%	95.3%	94.8%	95.1%	95.2%	94.7%
	200	95.4%	94.7%	94.6%	95.5%	95.2%	95.8%	94.6%	94.3%
	500	96.6%	95.9%	96.3%	95.9%	94.5%	94.7%	93.6%	93.4%