Confidence Bands for Quantiles As a Function of Covariates in Recurrent Event Models
Abstract
We investigate the construction of various confidence bands for quantiles of the time between event recurrences when covariates and interventions performed after a recurrence are accounted for via a general Cox-type model for recurrent events. We propose three types of bands: those based on the asymptotic properties of the properly standardized quantile; those based on a Khmaladze transformation of the original limiting distribution; and those based on bootstrap techniques. Asymptotic properties of the three types of bands are presented and their small and large sample performances and coverage probabilities are assessed via simulation study.
Recommended Citation
A. Adekpedjou et al., "Confidence Bands for Quantiles As a Function of Covariates in Recurrent Event Models," Canadian Journal of Statistics, vol. 46, no. 4, pp. 610 - 634, John Wiley & Sons, Dec 2018.
The definitive version is available at https://doi.org/10.1002/cjs.11476
Department(s)
Mathematics and Statistics
Research Center/Lab(s)
Center for High Performance Computing Research
Keywords and Phrases
Bahadur representation; Bootstrap; Confidence bands; Khmaladze transformation; Quantile; Recurrent events
International Standard Serial Number (ISSN)
0319-5724; 1708-945X
Document Type
Article - Journal
Document Version
Citation
File Type
text
Language(s)
English
Rights
© 2018 Statistical Society of Canada / Société statistique du Canada, All rights reserved.
Publication Date
01 Dec 2018
