%0 Journal Article
%T Bootstrapping a Change-Point Cox Model for Survival Data
%A Gongjun Xu
%A Bodhisattva Sen
%A Zhiliang Ying
%J Statistics
%D 2013
%I arXiv
%X This paper investigates the (in)-consistency of various bootstrap methods for making inference on a change-point in time in the Cox model with right censored survival data. A criterion is established for the consistency of any bootstrap method. It is shown that the usual nonparametric bootstrap is inconsistent for the maximum partial likelihood estimation of the change-point. A new model-based bootstrap approach is proposed and its consistency established. Simulation studies are carried out to assess the performance of various bootstrap schemes.
%U http://arxiv.org/abs/1307.8217v1