Bootstrap test of hypothesis for the multi-state models in survival analysis

DOI10.1080/03610926.2013.861490MaRDI QIDQ2807767zbMATH OpenOpenAlexFDO

Authors Prabhanjan N. Tattar

Publication date 25 May 2016

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2013.861490

zbMATH Keywords

Aalen-Johansen estimatormulti-state modelhealth related quality of lifeexchangeable bootstrap weightsnon homogeneous Markov process

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Testing in survival analysis and censored data (62N03)

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Cites work

• A Bayesian bootstrap for censored data
• A study of a class of weighted bootstrap for censored data
• Bootstrap and Bayesian bootstrap clones for censored Markov chains
• Exchangeably weighted bootstraps of the general empirical process
• Extension of the Harrington-Fleming tests to multistate models
• Flowgraph Models for Multistate Time‐to‐Event Data
• Nonparametric estimation of partial transition probabilities in multiple decrement models
• Testing transition probability matrix of a multi-state model with censored data

Cited in

(2)

• The k-sample problem in a multi-state model and testing transition probability matrices
• Testing transition probability matrix of a multi-state model with censored data

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