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A Bayesian bootstrap for censored data. (English) Zbl 0787.62048

In D. B. Rubin’s [ibid. 9, 130-134 (1981)] Bayesian bootstrap of an empirical distribution function the original observations obtain new (random) masses from the vector of spacings associated with \(n-1\) independent uniform random variables. The present paper extends Rubin’s Bayesian bootstrap to the Kaplan-Meier estimator in a random censorship model. It is shown that the resulting process has the same limit behavior as the original Kaplan-Meier process.
Reviewer: W.Stute (Gießen)

MSC:

62G09 Nonparametric statistical resampling methods
62G20 Asymptotic properties of nonparametric inference
62G99 Nonparametric inference
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