The wild bootstrap for multivariate Nelson-Aalen estimators.
Tobias BluhmkiDennis DoblerJan BeyersmannMarkus PaulyPublished in: Lifetime data analysis (2018)
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.