A Martingale-based bootstrap inference with censored data

DOI10.1080/03610920008832491zbMath1018.62087OpenAlexW1991484687MaRDI QIDQ4541702

Qi Hua Wang, Bing-Yi Jing

Publication date: 28 July 2002

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

Full work available at URL: https://doi.org/10.1080/03610920008832491

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Estimation in survival analysis and censored data (62N02)

Related Items (1)

Inference for the mean difference in the two-sample random censorship model

Cites Work

• Asymptotic theory for estimators under random censorship
• The strong law under random censorship
• A Bayesian method for weighted sampling
• The weighted bootstrap
• The jackknife estimate of variance of a Kaplan-Meier integral
• On the rate of uniform convergence of the product-limit estimator: Strong and weak laws
• A study of a class of weighted bootstrap for censored data
• On bootstrap accuracy with censored data
• The central limit theorem under random censorship
• The product-limit estimator and the bootstrap: Some asymptotic representations
• Nonparametric Estimation from Incomplete Observations
• 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
• A resampling method based on pivotal estimating functions

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