Electronic Journal of Statistics

The nonparametric bootstrap for the current status model

Piet Groeneboom and Kim Hendrickx

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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

Electron. J. Statist., Volume 11, Number 2 (2017), 3446-3484.

Received: January 2017
First available in Project Euclid: 6 October 2017

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 62G09: Resampling methods 62N01: Censored data models

Bootstrap current status MLE smooth functionals

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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

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