Bootstrap- and permutation-based inference for the Mann-Whitney effect for right-censored and tied data

被引:26
|
作者
Dobler, Dennis [1 ]
Pauly, Markus [1 ]
机构
[1] Ulm Univ, Inst Stat, Helmholtzstr 20, D-89081 Ulm, Germany
关键词
Counting process; Efron's bootstrap; Heteroscedasticity; Kaplan-Meier estimator; Permutation technique; PRODUCT-LIMIT ESTIMATOR; WIN RATIO APPROACH; PROBABILISTIC INDEX; TESTS; SURVIVAL; MULTIVARIATE; SELECTION; OUTCOMES; CURVES; SIZE;
D O I
10.1007/s11749-017-0565-z
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The Mann-Whitney effect is an intuitive measure for discriminating two survival distributions. Here we analyse various inference techniques for this parameter in a two-sample survival setting with independent right-censoring, where the survival times are even allowed to be discretely distributed. This allows for ties in the data and requires the introduction of normalized versions of Kaplan-Meier estimators from which adequate point estimates are deduced. Asymptotically exact inference procedures based on standard normal, bootstrap, and permutation quantiles are developed and compared in simulations. Here, the asymptotically robust andunder exchangeable dataeven finitely exact permutation procedure turned out to be the best. Finally, all procedures are illustrated using a real data set.
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页码:639 / 658
页数:20
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