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2014 Bootstrapping a change-point Cox model for survival data
Gongjun Xu, Bodhisattva Sen, Zhiliang Ying
Electron. J. Statist. 8(1): 1345-1379 (2014). DOI: 10.1214/14-EJS927

Abstract

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.

Citation

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Gongjun Xu. Bodhisattva Sen. Zhiliang Ying. "Bootstrapping a change-point Cox model for survival data." Electron. J. Statist. 8 (1) 1345 - 1379, 2014. https://doi.org/10.1214/14-EJS927

Information

Published: 2014
First available in Project Euclid: 20 August 2014

zbMATH: 1298.62172
MathSciNet: MR3263125
Digital Object Identifier: 10.1214/14-EJS927

Subjects:
Primary: 62G09, 62N02

Rights: Copyright © 2014 The Institute of Mathematical Statistics and the Bernoulli Society

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Vol.8 • No. 1 • 2014
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