Bootstrapping a change-point Cox model for survival data

Gongjun Xu, Bodhisattva Sen, Zhiliang Ying

Research output: Contribution to journalArticlepeer-review

8 Scopus citations


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 nonpara-metric 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.

Original languageEnglish (US)
Pages (from-to)1345-1379
Number of pages35
JournalElectronic Journal of Statistics
StatePublished - 2014


  • (in)-consistency of bootstrap
  • Change-point in time
  • M-out-of-n bootstrap
  • Non-standard asymptotics
  • Smoothed bootstrap


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