The Wild Bootstrap for Multivariate Nelson-Aalen Estimators
Methodology
2017-02-06 v2
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
Cite
@article{arxiv.1602.02071,
title = {The Wild Bootstrap for Multivariate Nelson-Aalen Estimators},
author = {Tobias Bluhmki and Dennis Dobler and Jan Beyersmann and Markus Pauly},
journal= {arXiv preprint arXiv:1602.02071},
year = {2017}
}
Comments
Tobias Bluhmki and Dennis Dobler are authors with equal contribution, 3 figures, 3 tables