INFLUENCE FUNCTION BASED COVARIANCE MATRIX FOR SUMMARY STATISTICS OF SURVIVAL DATA

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Authors: Szilárd Nemes
Cited by: 0

Abstract

When multiple survival summaries are reported from the same clinical trial, joint uncertainty and agreement between estimators depend on their within-trial covariance structure. This note revisits covariance estimation for a vector comprising a fixed-time survival difference, an RMST difference, and a Cox log-hazard ratio under proportional hazards. Using asymptotic linearity and influence functions, we derive plug-in covariance estimators as empirical second moments of estimated influence values and express them in standard event-time (Greenwood-type) form. We then map these expressions to the stochastic-integral representation used by Ristl et al. and show that the resulting plug-in estimators coincide after matching notation and conventions, with remaining differences attributable to implementation choices such as tie handling and numerical integration of RMST.

Fields of Study & Subjects

Statistical Methods in Clinical Trials Probability and Statistical Research Statistical Methods and Inference

Publication details

Journal / source
HAL
Publication date
14 February 2026
Language
EN
Document type
Preprint