The wild bootstrap for multivariate Nelson–Aalen estimators

Tobias Bluhmki, Dennis Dobler (), Jan Beyersmann and Markus Pauly
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Tobias Bluhmki: Ulm University
Dennis Dobler: Vrije Universiteit Amsterdam
Jan Beyersmann: Ulm University
Markus Pauly: Ulm University

Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, 2019, vol. 25, issue 1, No 5, 97-127

Abstract: Abstract We rigorously extend the widely used wild bootstrap resampling technique to the multivariate Nelson–Aalen estimator under Aalen’s multiplicative intensity model. Aalen’s model covers general Markovian multistate models including competing risks subject to independent left-truncation and right-censoring. This leads to various statistical applications such as asymptotically valid confidence bands or tests for equivalence and proportional hazards. This is exemplified in a data analysis examining the impact of ventilation on the duration of intensive care unit stay. The finite sample properties of the new procedures are investigated in a simulation study.

Keywords: Conditional central limit theorem; Counting process; Equivalence test; Proportional hazards; Kolmogorov–Smirnov test; Survival analysis; Weak convergence (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10985-018-9423-x

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