An Extension of Greenwood's Formula to Variances

In this article, we introduce an estimator for the asymptotic variance of the Greenwood variance estimator, where the latter is crucial for assessing the accuracy of the Kaplan-Meier survival estimator. The result indicates that the asymptotic variance of the Greenwood variance estimator is considerably smaller than that of the Kaplan-Meier variance estimator. This finding emphasizes the robustness of the Greenwood estimator.