Bootstrapping Survival Times in Stochastic Systems by Using Saddlepoint Approximations
利用鞍点近似对随机系统生存时间进行自助推断
Summary The single bootstrap is implemented by using a saddlepoint approximation to determine estimates for the survival and hazard functions of first-passage times in complicated semi-Markov processes. The double bootstrap is also implemented by resampling saddlepoint inversions and provides BCa confidence bands for these functions. Confidence intervals for the mean and variance of first-passage times are easily computed. A new characterization of the asymptotic hazard rate…