A study of a class of weighted bootstrap for censored data
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Publication:1372848
DOI10.1214/AOS/1031594733zbMATH Open0936.62051OpenAlexW1980754575MaRDI QIDQ1372848FDOQ1372848
Authors: Lancelot F. James 
Publication date: 18 May 2000
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1031594733
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Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17)
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Cited In (22)
- A note on the large sample properties of estimators based on generalized linear models for correlated pseudo-observations
- Weighted bootstrap mean for right censored data
- About an adaptively weighted Kaplan-Meier estimate
- Bootstrap and Bayesian bootstrap clones for censored Markov chains
- Jackknifed random weighting for Cox proportional hazards model
- General bootstrap for dual \(\phi\)-divergence estimates
- Random weighted bootstrap method for recurrent events with informative censoring
- Random weighting method for Cox's proportional hazards model
- Testing linear independence in linear models with interval-valued data
- On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications
- A Martingale-based bootstrap inference with censored data
- Weighted bootstrap inference of censored regression models
- On pseudo-values for regression analysis in competing risks models
- Bootstrap test of hypothesis for the multi-state models in survival analysis
- Regression modeling of restricted mean survival time for left-truncated right-censored data
- An alternative to the \(m\) out of \(n\) bootstrap
- Bayesian bootstrap for proportional hazards models
- Limiting law results for a class of conditional mode estimates for functional stationary ergodic data
- Bayesian bootstraps for massive data
- Cramér's type results for some bootstrapped \(U\)-statistics
- Central limit theorems for functional Z -estimators with functional nuisance parameters
- Strong approximations for weighted bootstrap of empirical and quantile processes with applications
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