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The wild bootstrap for multivariate Nelson-Aalen estimators.


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.

SUBMITTER: Bluhmki T 

PROVIDER: S-EPMC6323102 | biostudies-literature | 2019 Jan

REPOSITORIES: biostudies-literature

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The wild bootstrap for multivariate Nelson-Aalen estimators.

Bluhmki Tobias T   Dobler Dennis D   Beyersmann Jan J   Pauly Markus M  

Lifetime data analysis 20180306 1


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 th  ...[more]

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