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August 1997 A study of a class of weighted bootstraps for censored data
Lancelot F. James
Ann. Statist. 25(4): 1595-1621 (August 1997). DOI: 10.1214/aos/1031594733


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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Lancelot F. James. "A study of a class of weighted bootstraps for censored data." Ann. Statist. 25 (4) 1595 - 1621, August 1997.


Published: August 1997
First available in Project Euclid: 9 September 2002

MathSciNet: MR1463566
Digital Object Identifier: 10.1214/aos/1031594733

Primary: 62G09
Secondary: 60F17 , 62G20 , 62G30

Keywords: bootstrap , Edgeworth expansions , Kaplan-Meier , mixtures of beta-neutral priors and posterior distributions , von Mises differentiable functions , weighted bootstrap

Rights: Copyright © 1997 Institute of Mathematical Statistics


Vol.25 • No. 4 • August 1997
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