IMPORTANCE BOOTSTRAP RESAMPLING FOR PROPORTIONAL HAZARDS REGRESSION
From MaRDI portal
Publication:4541790
DOI10.1081/STA-100106069zbMath0993.62037OpenAlexW1970408790MaRDI QIDQ4541790
Kim-Anh Do, Bradley Broom, Xue-Mei Wang
Publication date: 28 July 2002
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/sta-100106069
Applications of statistics to biology and medical sciences; meta analysis (62P10) Probabilistic models, generic numerical methods in probability and statistics (65C20) Nonparametric statistical resampling methods (62G09) Estimation in survival analysis and censored data (62N02)
Related Items (6)
Random weighting-based quantile estimation via importance resampling ⋮ Random weighting estimation of sampling distributions via importance resampling ⋮ A fast procedure for calculating importance weights in bootstrap sampling ⋮ Adaptive resampling algorithms for estimating bootstrap distributions ⋮ Bootstrap quantile estimation via importance resampling ⋮ A Note on Importance Resampling for Multi-Dimensional Statistics
Cites Work
- A large sample study of Cox's regression model
- Importance Sampling for Bootstrap Confidence Intervals
- Censored Data and the Bootstrap
- A Comparison of Certain Bootstrap Confidence Intervals in the Cox Model
- TWO‐SAMPLE NONPARAMETRIC TILTING METHOD
- The bootstrap and Edgeworth expansion
- Unnamed Item
- Unnamed Item
This page was built for publication: IMPORTANCE BOOTSTRAP RESAMPLING FOR PROPORTIONAL HAZARDS REGRESSION