A Martingale-based bootstrap inference with censored data
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Cites work
- A Bayesian method for weighted sampling
- A resampling method based on pivotal estimating functions
- A study of a class of weighted bootstrap for censored data
- Asymptotic theory for estimators under random censorship
- Bootstrapping the Kaplan-Meier Estimator
- Censored Data and the Bootstrap
- Checking the Cox model with cumulative sums of martingale-based residuals
- Interim analyses based on median survival times
- Nonparametric Estimation from Incomplete Observations
- On bootstrap accuracy with censored data
- On the rate of uniform convergence of the product-limit estimator: Strong and weak laws
- The central limit theorem under random censorship
- The jackknife estimate of variance of a Kaplan-Meier integral
- The product-limit estimator and the bootstrap: Some asymptotic representations
- The strong law under random censorship
- The weighted bootstrap
Cited in
(6)- Model based bootstrap methods for interval censored data
- Accurate Bootstrap Confidence Limits for the Cumulative Hazard and Survivor Functions Under Random Censoring
- Bootstrapping Survival Times in Stochastic Systems by Using Saddlepoint Approximations
- A martingale approach to estimating confidence band with censored data
- Inference for the mean difference in the two-sample random censorship model
- Bootstrap and Bayesian bootstrap clones for censored Markov chains
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