Electronic Journal of Statistics
- Electron. J. Statist.
- Volume 11, Number 2 (2017), 3446-3484.
The nonparametric bootstrap for the current status model
Piet Groeneboom and Kim Hendrickx
Abstract
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.
Article information
Source
Electron. J. Statist., Volume 11, Number 2 (2017), 3446-3484.
Dates
Received: January 2017
First available in Project Euclid: 6 October 2017
Permanent link to this document
https://projecteuclid.org/euclid.ejs/1507255611
Digital Object Identifier
doi:10.1214/17-EJS1345
Mathematical Reviews number (MathSciNet)
MR3709860
Zentralblatt MATH identifier
1373.62178
Subjects
Primary: 62G09: Resampling methods 62N01: Censored data models
Keywords
Bootstrap current status MLE smooth functionals
Rights
Creative Commons Attribution 4.0 International License.
Citation
Groeneboom, Piet; Hendrickx, Kim. The nonparametric bootstrap for the current status model. Electron. J. Statist. 11 (2017), no. 2, 3446--3484. doi:10.1214/17-EJS1345. https://projecteuclid.org/euclid.ejs/1507255611

