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Paper detail

Bootstrapping a Change-Point Cox Model for Survival Data

This paper investigates the (in)-consistency of various bootstrap methods for making inference on a change-point in time in the Cox model with right censored survival data. A criterion is established for the consistency of any bootstrap method. It is shown that the usual nonparametric bootstrap is inconsistent for the maximum partial likelihood estimation of the change-point. A new model-based bootstrap approach is proposed and its consistency established. Simulation studies are carried out to assess the performance of various bootstrap schemes.

preprint2013arXivOpen access
Gongjun XuBodhisattva SenZhiliang Ying
Methodology
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Gongjun XuBodhisattva SenZhiliang Ying

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