A study of a class of weighted bootstraps for censored data
Lancelot F. James
Source: Ann. Statist. Volume 25, Number 4
(1997), 1595-1621.
Abstract
Edgeworth expansions are derived for a class of weighted bootstrap methods for the Kaplan-Meier and Nelson-Aalen estimates using the methods contained in the monograph by Barbe and Bertail. Von Mises representations up to the third order are established for the weighted bootstrap versions of these estimators. It is shown that there exists weights which outperform Efron's bootstrap method in terms of coverage accuracy. Moreover, it is shown that this holds for a particular choice of gamma weights which are very easy to use in practice. The general weighting schemes are also useful in approximating the posterior distribution of a survival function with respect to mixtures of beta-neutral process priors.
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Keywords: Edgeworth expansions; bootstrap; weighted bootstrap; Kaplan-Meier; von Mises differentiable functions; mixtures of beta-neutral priors and posterior distributions
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Permanent link to this document: http://projecteuclid.org/euclid.aos/1031594733
Mathematical Reviews number (MathSciNet): MR1463566
Digital Object Identifier: doi:10.1214/aos/1031594733
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BALTIMORE, MARy LAND 21218 E-MAIL: james@brutus.mts.jhu.edu
