Translator Disclaimer
March, 1993 A Bayesian Bootstrap for Censored Data
Albert Y. Lo
Ann. Statist. 21(1): 100-123 (March, 1993). DOI: 10.1214/aos/1176349017

Abstract

A Bayesian bootstrap for a censored data model is introduced. Its small sample distributional properties are discussed and found to be similar to Efron's bootstrap for censored data. In the absence of censoring, the Bayesian bootstrap for censored data reduces to Rubin's Bayesian bootstrap for complete data. A first-order large-sample theory is developed. This theory shows that both censored data bootstraps are consistent bootstraps for approximating the sampling distribution of the Kaplan-Meier estimator. It also shows that both bootstraps are consistent bootstraps for approximating a posterior distribution of the survival function with respect to each member of the class of conjugate beta-neutral process priors.

Citation

Download Citation

Albert Y. Lo. "A Bayesian Bootstrap for Censored Data." Ann. Statist. 21 (1) 100 - 123, March, 1993. https://doi.org/10.1214/aos/1176349017

Information

Published: March, 1993
First available in Project Euclid: 12 April 2007

zbMATH: 0787.62048
MathSciNet: MR1212168
Digital Object Identifier: 10.1214/aos/1176349017

Subjects:
Primary: 62G09
Secondary: 62G20, 62G99

Rights: Copyright © 1993 Institute of Mathematical Statistics

JOURNAL ARTICLE
24 PAGES


SHARE
Vol.21 • No. 1 • March, 1993
Back to Top