Bootstrap test of hypothesis for the multi-state models in survival analysis

DOI10.1080/03610926.2013.861490zbMath1337.62312OpenAlexW2007617033MaRDI QIDQ2807767

Prabhanjan Narayanachar Tattar

Publication date: 25 May 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.861490

zbMATH Keywords

Aalen-Johansen estimatormulti-state modelhealth related quality of lifeexchangeable bootstrap weightsnon homogeneous Markov process

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Testing in survival analysis and censored data (62N03)

Cites Work

• Bootstrap and Bayesian bootstrap clones for censored Markov chains
• Testing transition probability matrix of a multi-state model with censored data
• Nonparametric estimation of partial transition probabilities in multiple decrement models
• Exchangeably weighted bootstraps of the general empirical process
• A study of a class of weighted bootstrap for censored data
• Extension of the Harrington-Fleming tests to multistate models
• A Bayesian bootstrap for censored data
• Flowgraph Models for Multistate Time‐to‐Event Data

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