Electronic Journal of Statistics

Bootstrapping a change-point Cox model for survival data

Gongjun Xu, Bodhisattva Sen, and Zhiliang Ying

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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.

Article information

Electron. J. Statist. Volume 8, Number 1 (2014), 1345-1379.

First available in Project Euclid: 20 August 2014

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 62N02: Estimation 62G09: Resampling methods

Change-point in time (in)-consistency of bootstrap $m$-out-of-$n$ bootstrap non-standard asymptotics smoothed bootstrap


Xu, Gongjun; Sen, Bodhisattva; Ying, Zhiliang. Bootstrapping a change-point Cox model for survival data. Electron. J. Statist. 8 (2014), no. 1, 1345--1379. doi:10.1214/14-EJS927. https://projecteuclid.org/euclid.ejs/1408540290

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