A wild bootstrap approach for the Aalen–Johansen estimator
Author
Abstract
Suggested Citation
DOI: 10.1111/biom.12861
Download full text from publisher
References listed on IDEAS
- Allignol, Arthur & Schumacher, Martin & Beyersmann, Jan, 2011. "Empirical Transition Matrix of Multi-State Models: The etm Package," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 38(i04).
- Davidson, Russell & Flachaire, Emmanuel, 2008.
"The wild bootstrap, tamed at last,"
Journal of Econometrics, Elsevier, vol. 146(1), pages 162-169, September.
- Davidson, R. & Flachaire, E., 1999. "The Wild Bootstrap, Tamed at Last," G.R.E.Q.A.M. 99a32, Universite Aix-Marseille III.
- Russell Davidson & Emmanuel Flachaire, 2008. "The wild bootstrap, tamed at last," Post-Print hal-00649250, HAL.
- Emmanuel Flachaire & Russell Davidson, 2001. "The Wild Bootstrap, Tamed At Last," Working Paper 1000, Economics Department, Queen's University.
- Emmanuel Flachaire, 2001. "The Wild Bootstrap, Tamed at Last," STICERD - Distributional Analysis Research Programme Papers 58, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Davidson, Russell & Flachaire, Emmanuel, 2001. "The wild bootstrap, tamed at last," LSE Research Online Documents on Economics 6560, London School of Economics and Political Science, LSE Library.
- Russell Davidson & Emmanuel Flachaire, 2000. "The Wild Bootstrap, Tamed at Last," Econometric Society World Congress 2000 Contributed Papers 1413, Econometric Society.
- D. Dobler & J. Beyersmann & M. Pauly, 2017. "Non-strange weird resampling for complex survival data," Biometrika, Biometrika Trust, vol. 104(3), pages 699-711.
- Jan Beyersmann & Susanna Di Termini & Markus Pauly, 2013. "Weak Convergence of the Wild Bootstrap for the Aalen–Johansen Estimator of the Cumulative Incidence Function of a Competing Risk," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(3), pages 387-402, September.
- Thomas H. Scheike & Mei-Jie Zhang, 2003. "Extensions and Applications of the Cox-Aalen Survival Model," Biometrics, The International Biometric Society, vol. 59(4), pages 1036-1045, December.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Ditzhaus, Marc & Pauly, Markus, 2019. "Wild bootstrap logrank tests with broader power functions for testing superiority," Computational Statistics & Data Analysis, Elsevier, vol. 136(C), pages 1-11.
- Nießl, Alexandra & Allignol, Arthur & Beyersmann, Jan & Mueller, Carina, 2023. "Statistical inference for state occupation and transition probabilities in non-Markov multi-state models subject to both random left-truncation and right-censoring," Econometrics and Statistics, Elsevier, vol. 25(C), pages 110-124.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Tobias Bluhmki & Dennis Dobler & Jan Beyersmann & Markus Pauly, 2019. "The wild bootstrap for multivariate Nelson–Aalen estimators," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 25(1), pages 97-127, January.
- Ditzhaus, Marc & Pauly, Markus, 2019. "Wild bootstrap logrank tests with broader power functions for testing superiority," Computational Statistics & Data Analysis, Elsevier, vol. 136(C), pages 1-11.
- Friedrich, Sarah & Pauly, Markus, 2018. "MATS: Inference for potentially singular and heteroscedastic MANOVA," Journal of Multivariate Analysis, Elsevier, vol. 165(C), pages 166-179.
- D. Dobler & J. Beyersmann & M. Pauly, 2017. "Non-strange weird resampling for complex survival data," Biometrika, Biometrika Trust, vol. 104(3), pages 699-711.
- Umlauft, Maria & Placzek, Marius & Konietschke, Frank & Pauly, Markus, 2019. "Wild bootstrapping rank-based procedures: Multiple testing in nonparametric factorial repeated measures designs," Journal of Multivariate Analysis, Elsevier, vol. 171(C), pages 176-192.
- Jan Beyersmann & Hein Putter, 2014. "A note on computing average state occupation times," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 30(62), pages 1681-1696.
- Friedrich, Sarah & Konietschke, Frank & Pauly, Markus, 2017. "A wild bootstrap approach for nonparametric repeated measurements," Computational Statistics & Data Analysis, Elsevier, vol. 113(C), pages 38-52.
- Jan Beyersmann & Susanna Di Termini & Markus Pauly, 2013. "Weak Convergence of the Wild Bootstrap for the Aalen–Johansen Estimator of the Cumulative Incidence Function of a Competing Risk," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(3), pages 387-402, September.
- Goncalves, Silvia & Kilian, Lutz, 2004.
"Bootstrapping autoregressions with conditional heteroskedasticity of unknown form,"
Journal of Econometrics, Elsevier, vol. 123(1), pages 89-120, November.
- Gonçalves, Sílvia & Kilian, Lutz, 2002. "Bootstrapping autoregressions with conditional heteroskedasticity of unknown form," Working Paper Series 196, European Central Bank.
- Kilian, Lutz & Gonçalves, Sílvia, 2002. "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," Discussion Paper Series 1: Economic Studies 2002,26, Deutsche Bundesbank.
- GONÇALVES, Silvia & KILIAN, Lutz, 2003. "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," Cahiers de recherche 2003-01, Universite de Montreal, Departement de sciences economiques.
- Gonçalves, Sílvia & KILIAN, Lutz, 2003. "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," Cahiers de recherche 01-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Silvia Gonçalves & Lutz Kilian, 2003. "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," CIRANO Working Papers 2003s-17, CIRANO.
- Daiki Maki, 2015. "Wild bootstrap tests for unit root in ESTAR models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 24(3), pages 475-490, September.
- James G. MacKinnon & Matthew D. Webb & Morten Ø. Nielsen, 2017. "Bootstrap And Asymptotic Inference With Multiway Clustering," Working Paper 1386, Economics Department, Queen's University.
- Daiki Maki & Yasushi Ota, 2021. "Testing for Time-Varying Properties Under Misspecified Conditional Mean and Variance," Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 1167-1182, April.
- Timothy K Marcella & Scott M Gende & Daniel D Roby & Arthur Allignol, 2017. "Disturbance of a rare seabird by ship-based tourism in a marine protected area," PLOS ONE, Public Library of Science, vol. 12(5), pages 1-23, May.
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2023.
"Fast and reliable jackknife and bootstrap methods for cluster‐robust inference,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(5), pages 671-694, August.
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2022. "Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference," Working Paper 1485, Economics Department, Queen's University.
- James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2023. "Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference," Papers 2301.04527, arXiv.org, revised Feb 2023.
- Cavaliere, Giuseppe & Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2011.
"Testing For Unit Roots In The Presence Of A Possible Break In Trend And Nonstationary Volatility,"
Econometric Theory, Cambridge University Press, vol. 27(5), pages 957-991, October.
- Giuseppe Cavaliere & David I. Harvey & Stephen J. Leybourne & A.M. Robert Taylor, 2008. "Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility," CREATES Research Papers 2008-62, Department of Economics and Business Economics, Aarhus University.
- Giuseppe Cavaliere & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2009. "Testing for unit roots in the presence of a possible break in trend and non-stationary volatility," Discussion Papers 09/05, University of Nottingham, Granger Centre for Time Series Econometrics.
- David Roodman & James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2019.
"Fast and wild: Bootstrap inference in Stata using boottest,"
Stata Journal, StataCorp LP, vol. 19(1), pages 4-60, March.
- James G. MacKinnon & Morten Ørregaard Nielsen & David Roodman & Matthew D. Webb, 2018. "Fast and Wild: Bootstrap Inference in Stata Using boottest," CREATES Research Papers 2018-34, Department of Economics and Business Economics, Aarhus University.
- David Roodman & James G. MacKinnon & Matthew D. Webb & Morten Ø. Nielsen, 2018. "Fast And Wild: Bootstrap Inference In Stata Using Boottest," Working Paper 1406, Economics Department, Queen's University.
- Kim, Jae H. & Fraser, Iain & Hyndman, Rob J., 2011.
"Improved interval estimation of long run response from a dynamic linear model: A highest density region approach,"
Computational Statistics & Data Analysis, Elsevier, vol. 55(8), pages 2477-2489, August.
- Jae H Kim & Iain Fraser & Rob J. Hyndman, 2010. "Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach," Working Papers 2010.06, School of Economics, La Trobe University.
- Jae H Kim & Iain Fraser & Rob J. Hyndman, 2010. "Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach," Working Papers 2010.06, School of Economics, La Trobe University.
- Julian Di Giovanni & Galina Hale, 2022.
"Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy,"
Journal of Finance, American Finance Association, vol. 77(6), pages 3373-3421, December.
- Julian di Giovanni & Galina Hale, 2020. "Stock Market Spillovers Via the Global Production Network: Transmission of U.S. Monetary Policy," Working Papers 1213, Barcelona School of Economics.
- Hale, Galina & di Giovanni, Julian, 2020. "Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy," CEPR Discussion Papers 15404, C.E.P.R. Discussion Papers.
- Julian di Giovanni & Galina Hale, 2020. "Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy," Staff Reports 945, Federal Reserve Bank of New York.
- Julian di Giovanni & Galina Hale, 2021. "Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy," NBER Working Papers 28827, National Bureau of Economic Research, Inc.
- Julian di Giovanni & Galina Hale, 2020. "Stock market spillovers via the global production network: Transmission of U.S. monetary policy," Economics Working Papers 1747, Department of Economics and Business, Universitat Pompeu Fabra.
- Emmanuel Flachaire, 2000.
"Les méthodes du bootstrap dans les modèles de régression,"
Économie et Prévision, Programme National Persée, vol. 142(1), pages 183-194.
- Flachaire, E., 1999. "Les methodes du bootstrap dans les modeles de regression," G.R.E.Q.A.M. 99c10, Universite Aix-Marseille III.
- Emmanuel Flachaire, 2001. "Les méthodes du bootstrap dans les modèles de régression," Post-Print halshs-00175894, HAL.
- Aye, Goodness C. & Gil-Alana, Luis A. & Gupta, Rangan & Wohar, Mark E., 2017.
"The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches,"
International Review of Economics & Finance, Elsevier, vol. 51(C), pages 283-294.
- Goodness C. Aye & Luis A. Gil-Alana & Rangan Gupta & Mark Wohar, 2016. "The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches," Working Papers 201610, University of Pretoria, Department of Economics.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:biomet:v:74:y:2018:i:3:p:977-985. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0006-341X .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.