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

DOI10.1080/03610926.2013.861490zbMATH Open1337.62312OpenAlexW2007617033MaRDI QIDQ2807767FDOQ2807767

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

Recommendations

• Testing transition probability matrix of a multi-state model with censored data
• The \(k\)-sample problem in a multi-state model and testing transition probability matrices
• scientific article; zbMATH DE number 6726998
• Bootstrap methods for multivariate hypothesis testing
• Testing a markov chain for independence

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)

Cites Work

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

Cited In (1)

• Testing transition probability matrix of a multi-state model with censored data

This page was built for publication: Bootstrap test of hypothesis for the multi-state models in survival analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2807767)