Lo, Albert Y. A Bayesian bootstrap for censored data. (English) Zbl 0787.62048 Ann. Stat. 21, No. 1, 100-123 (1993). 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) Cited in 2 ReviewsCited in 18 Documents MSC: 62G09 Nonparametric statistical resampling methods 62G20 Asymptotic properties of nonparametric inference 62G99 Nonparametric inference Keywords:censored data; spacings; independent uniform random variables; Rubin’s Bayesian bootstrap; Kaplan-Meier estimator; random censorship model; limit behavior × Cite Format Result Cite Review PDF Full Text: DOI