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The nonparametric bootstrap for the current status model
Journal Contribution - Journal Article
It has been proved that direct bootstrapping of the nonparametric maximum likelihood estimator (MLE) of the distribution function in the current status model leads to inconsistent confidence intervals. We show that bootstrapping of functionals of the MLE can however be used to produce valid intervals. To this end, we prove that the bootstrapped MLE converges at the right rate in the L-p-distance. We also discuss applications of this result to the current status regression model.
Journal: ELECTRONIC JOURNAL OF STATISTICS
Pages: 3446 - 3484
Number of pages: 39
Keywords:Bootstrap, current status, MLE, smooth functionals