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.
School of Statistics, University of Minnesota.
Gongjun
G
Xu
Department of Statistics, Columbia University.
Bodhisattva
B
Sen
Department of Statistics, Columbia University.
Zhiliang
Z
Ying
(in)-consistency of bootstrap; Change-point in time; m-out-of-n bootstrap; non-standard asymptotics; smoothed bootstrap