Inference for shift functions in the two-sample problem with right-censored data: With applications

For two distribution functions, F and G, the shift function is defined by Δ(t) ≡ G⁻¹ ◦ F(t) − t. The shift function is the distance from the 45° line and the quantity plotted in Q-Q plots. In the analysis of lifetime data, A represents the difference between two treatments. The shift function can also be used to find crossing points of two distribution functions. The large-sample distribution theory for estimates of Δ is studied for right-censored data. It turns out that the asymptotic covariance function depends on the unknown distribution functions F and G; hence simultaneous confidence bands cannot be directly constructed. A construction of simultaneous confidence bands for Δ is developed via the bootstrap. Construction and application of such bands are explored for the Q-Q plot.