ACL-ESTIMATOR;
BOOTSTRAP APPROXIMATION;
CONSISTENCY;
PROPORTIONAL HAZARDS MODEL OF RANDOM CENSORSHIP;
QUANTILES;
D O I:
10.1080/03610929408831300
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:
We consider bootstrap theory for quantile estimation in the proportional hazards model of random censorship. In this model, the tail of the distribution function of the censoring time Y is some power of the tail of the distribution function of the survival time X. The bootstrap resampling scheme mimics a well known characterizing property of the model, namely the independence of min(X, Y) and I(X less-than-or-equal-to Y).