Bootstrapping a change-point Cox model for survival data

DOI10.1214/14-EJS927zbMATH Open1298.62172arXiv1307.8217WikidataQ30870076 ScholiaQ30870076MaRDI QIDQ405360FDOQ405360

Authors: Gongjun Xu, Bodhisattva Sen, Zhiliang Ying 

Publication date: 5 September 2014

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Abstract: This paper investigates the (in)-consistency of various bootstrap methods for making inference on a change-point in time in the Cox model with right censored survival data. A criterion is established for the consistency of any bootstrap method. It is shown that the usual nonparametric bootstrap is inconsistent for the maximum partial likelihood estimation of the change-point. A new model-based bootstrap approach is proposed and its consistency established. Simulation studies are carried out to assess the performance of various bootstrap schemes.

Full work available at URL: https://arxiv.org/abs/1307.8217

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zbMATH Keywords

(in)-consistency of bootstrap\(m\)-out-of-\(n\) bootstrapchange-point in timenon-standard asymptoticssmoothed bootstrap

Mathematics Subject Classification ID

Estimation in survival analysis and censored data (62N02) Nonparametric statistical resampling methods (62G09)

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Cited In (7)

• Smoothed isotonic estimators of a monotone baseline hazard in the Cox model
• Title not available (Why is that?)
• Isotonized smooth estimators of a monotone baseline hazard in the Cox model
• Confidence estimation via the parametric bootstrap in logistic joinpoint regression
• Bootstrap adjusted predictive classification for identification of subgroups with differential treatment effects under generalized linear models
• Proportional Hazards Model with a Change Point for Clustered Event Data
• Change-point in stochastic design regression and the bootstrap

Uses Software

• wbs
• bootstrap
• bootlib

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