Bootstrap- and permutation-based inference for the Mann–Whitney effect for right-censored and tied data

Dennis Dobler () and Markus Pauly
Additional contact information
Dennis Dobler: Ulm University
Markus Pauly: Ulm University

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2018, vol. 27, issue 3, No 9, 639-658

Abstract: Abstract The Mann–Whitney effect is an intuitive measure for discriminating two survival distributions. Here we analyse various inference techniques for this parameter in a two-sample survival setting with independent right-censoring, where the survival times are even allowed to be discretely distributed. This allows for ties in the data and requires the introduction of normalized versions of Kaplan–Meier estimators from which adequate point estimates are deduced. Asymptotically exact inference procedures based on standard normal, bootstrap, and permutation quantiles are developed and compared in simulations. Here, the asymptotically robust and—under exchangeable data—even finitely exact permutation procedure turned out to be the best. Finally, all procedures are illustrated using a real data set.

Keywords: Counting process; Efron’s bootstrap; Heteroscedasticity; Kaplan–Meier estimator; Permutation technique; 62N02; 62N03; 62G09; 62G20 (search for similar items in EconPapers)
Date: 2018
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
http://link.springer.com/10.1007/s11749-017-0565-z Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:testjl:v:27:y:2018:i:3:d:10.1007_s11749-017-0565-z

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/11749/PS2

DOI: 10.1007/s11749-017-0565-z

Access Statistics for this article

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research is currently edited by Alfonso Gordaliza and Ana F. Militino

More articles in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research from Springer, Sociedad de Estadística e Investigación Operativa
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().