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arXiv · 1602.02071

The Wild Bootstrap for Multivariate Nelson-Aalen Estimators

Tobias Bluhmki·Dennis Dobler·Jan Beyersmann·Markus Pauly
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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.

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Tobias Bluhmki, Dennis Dobler, Jan Beyersmann, Markus Pauly. 2016-02-05. The Wild Bootstrap for Multivariate Nelson-Aalen Estimators. https://arxiv.org/abs/1602.02071

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