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