Premium
Confidence bands for quantiles as a function of covariates in recurrent event models
Author(s) -
Adekpedjou Akim,
Olbricht Gayla R.,
Zamba Gideon K. D.
Publication year - 2018
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.1002/cjs.11476
Subject(s) - quantile , covariate , statistics , confidence interval , event (particle physics) , mathematics , econometrics , asymptotic distribution , estimator , physics , quantum mechanics
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. The Canadian Journal of Statistics 46: 610–634; 2018 © 2018 Société statistique du Canada