Random weighted bootstrap method for recurrent events with informative censoring
DOI10.1007/S10985-005-5236-9zbMATH Open1120.62097OpenAlexW2049920583WikidataQ51958850 ScholiaQ51958850MaRDI QIDQ995967FDOQ995967
Authors: Chin-Tsang Chiang, Lancelot F. James, Mei-Cheng Wang 
Publication date: 10 September 2007
Published in: Lifetime Data Analysis (Search for Journal in Brave)
Full work available at URL: http://ntur.lib.ntu.edu.tw/bitstream/246246/181485/1/04.pdf
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asymptotic normalityconfidence intervalcross-validationwild bootstrapbandwidthlongitudinal studykernel estimatorPoisson processweighted bootstrapnaive bootstrapindependent censoringoccurrence rate function
Density estimation (62G07) Estimation in survival analysis and censored data (62N02) Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric statistical resampling methods (62G09)
Cites Work
- A rank statistics approach to the consistency of a general bootstrap
- Bootstrap methods: another look at the jackknife
- On the asymptotic accuracy of Efron's bootstrap
- Exchangeably weighted bootstraps of the general empirical process
- Analyzing Recurrent Event Data With Informative Censoring
- On a second-order asymptotic property of the Bayesian bootstrap mean
- A Bayesian method for weighted sampling
- A study of a class of weighted bootstrap for censored data
- A large sample study of the Bayesian bootstrap
- Smoothing estimation of rate function for recurrent event data with informative censoring
- Adaptive Bandwidth Choice for Kernel Regression
Cited In (8)
- On the performance of weighted bootstrapped kernel deconvolution density estimators
- Confidence intervals for median survival time with recurrent event data
- Applications of the Fractional-Random-Weight Bootstrap
- Three-step risk inference in insurance ratemaking
- A study of a class of weighted bootstrap for censored data
- On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications
- Cramér's type results for some bootstrapped \(U\)-statistics
- Two-step risk analysis in insurance ratemaking
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