Wild bootstrap for counting process-based statistics: a martingale theory-based approach
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Cites work
- A Proportional Hazards Model for the Subdistribution of a Competing Risk
- A wild bootstrap approach for the Aalen-Johansen estimator
- Bootstrap methods: another look at the jackknife
- Bootstrapping the Kaplan-Meier Estimator
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- Central limit theorems for local martingales
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- scientific article; zbMATH DE number 3870393 (Why is no real title available?)
- scientific article; zbMATH DE number 1354815 (Why is no real title available?)
- Jackknife, bootstrap and other resampling methods in regression analysis
- Marginal Regression Models for Multivariate Failure Time Data
- More powerful logrank permutation tests for two-sample survival data
- Non-strange weird resampling for complex survival data
- Nonparametric analysis of nonhomogeneous multistate processes with clustered observations
- Nonparametric Estimation from Incomplete Observations
- Nonparametric inference for a family of counting processes
- Nonsmooth backfitting for the excess risk additive regression model with two survival time scales
- Semiparametric Regression for the Mean and Rate Functions of Recurrent Events
- Statistical models based on counting processes
- Survival and event history analysis. A process point of view
- The wild bootstrap for multivariate Nelson-Aalen estimators
- Weak convergence of the wild bootstrap for the Aalen-Johansen estimator of the cumulative incidence function of a competing risk
- Wild bootstrap logrank tests with broader power functions for testing superiority
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