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.
Original language | English |
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Pages (from-to) | 97-127 |
Number of pages | 31 |
Journal | Lifetime data analysis |
Volume | 25 |
Issue number | 1 |
Early online date | 6 Mar 2018 |
DOIs | |
Publication status | Published - 15 Jan 2019 |
Keywords
- Conditional central limit theorem
- Counting process
- Equivalence test
- Kolmogorov–Smirnov test
- Proportional hazards
- Survival analysis
- Weak convergence