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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.
ISSN: 1935-7524
Issue: 2
Volume: 11
Pages: 3446 - 3484
Number of pages: 39
Publication year:2017
Keywords:Bootstrap, current status, MLE, smooth functionals