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. Author manuscript; available in PMC: 2022 Jan 1.
Published in final edited form as: J Am Stat Assoc. 2020 Feb 10;116(535):1330–1345. doi: 10.1080/01621459.2020.1713792

Table 5:

Simulation summary statistica for bootstrap-based rectangular confidence bands for Λ11 and F at z = 0 and z = 1, using supremum statistics. Samples were generated under the Clayton–Oakes model (9) with β10=β01=γ=log2 and dependency parameter θ = 2, with z a binary variate taking values 0 and 1 with probability 0.5.

Sample size (n) 1000 250
T1 and T2 Failure% 22.6
100
Λ11
(T1,T2) Marginal Mean Boot. SD Boot. 95% CB Mean Boot. SD Boot. 95% CB
Survival Rates Λ11 C0.95(Λ^11) C0.95(Λ^11) Coverage C0.95(Λ^11) C0.95(Λ^11) Coverage

z = 0
(0.85, 0.85)b 0.060 0.95 0.19 0.916 0.51 0.11 0.921
(0.70, 0.70) 0.226 3.61 0.92 0.917 1.36 0.23 0.934
(0.55, 0.55) 0.500 8.47 3.46 0.837 2.60 0.41 0.920
z = 1
(0.85, 0.85) 0.046 0.75 0.14 0.915 0.51 0.11 0.921
(0.70, 0.70) 0.189 2.34 0.39 0.920 1.36 0.23 0.934
(0.55, 0.55) 0.453 5.75 1.28 0.923 2.60 0.41 0.920
F
(T1, T2) Marginal Mean Boot. SD Boot. 95% CB Mean Boot. SD Boot. 95% CB
Survival Rates F C0.95(F^) C0.95(F^) Coverage C0.95(F^) C0.95(F^) Coverage

z = 0
(0.85, 0.85) 0.752 1.53 0.12 0.939 1.02 0.10 0.931
(0.70, 0.70) 0.570 2.89 0.26 0.961 1.38 0.10 0.937
(0.55, 0.55) 0.422 5.89 1.80 0.928 1.60 0.10 0.932
z = 1
(0.85, 0.85) 0.739 1.53 0.11 0.942 1.29 0.12 0.952
(0.70, 0.70) 0.538 2.32 0.16 0.952 1.66 0.12 0.946
(0.55, 0.55) 0.379 3.34 0.31 0.947 1.83 0.12 0.942
a

Mean Boot C0.95(Λ^11) is the average of the 95th percentiles of WΛ^11(t1,t2) over the 1000 samples, each with 200 bootstrap samples, and SD Boot C0.95(Λ^11) is the standard deviation of these bootstrap percentiles; 95% CB Coverage is the fraction of bootstrap-based 95% confidence bands that include Λ11(s1,s2) for all (s1,s2)ε[0,t1]×[0,t2]. The same quantities are presented for confidence bands for F.

b

Confidence region over [0,log(0.85)]×[0,log(0.85)].