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| Titel: |
A Martingale-based bootstrap inference with censored data |
| Auteur: |
Wang, Qi-Hua Jing, Bing-Yi |
| Verschenen in: |
Communications in statistics |
| Paginering: | Jaargang 29 (2000) nr. 2 pagina's 401-415 |
| Jaar: |
2000 |
| Inhoud: |
In this paper, me shall investigate a bootstrap method hasd on a martingale representation of the relevant statistic for inference to a class of functionals of the survival distribution. The method is similar in spirit to Efron's (1981) bootstrap, and thus in the present paper will be referred to as “martingale-based bootstrap” The method was derived from Lin,Wei and Ying (1993), who appiied the method in checking the Cox model with cumulative sums of martingale-based residuals. It is shown that this martingale-based bootstrap gives a correct first-order asymptotic approximation to the distribution function of the corresponding functional of the Kaplan-Meier estimator. As a consequence, confidence intervals constructed by the martingale-based bootstrap have asymptotially correct coverage probability. Our simulation study indicats that the martingale-based bootst strap method for a small and moderate sample sizes can be uniformly better than the usual bootstrap method in estimating the sampling distribution for a mean function and a point probability in survival analysis. |
| Uitgever: |
Taylor & Francis |
| Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
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