Bootstrapping a change-point Cox model for survival data

被引：11

作者：

Xu, Gongjun ^{[1
]}

机构：

[1] Univ Minnesota, Sch Stat, Minneapolis, MN 55455 USA

来源：

ELECTRONIC JOURNAL OF STATISTICS | 2014年 / 8卷

基金：

美国国家科学基金会;

关键词：

Change-point in time; (in)-consistency of bootstrap; m-out-of-n bootstrap; non-standard asymptotics; smoothed bootstrap; COUNTING-PROCESSES; REGRESSION-MODEL; TIME; LIKELIHOOD; ESTIMATOR; THRESHOLD; LAG;

D O I：

10.1214/14-EJS927

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：1345 / 1379

页数：35

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