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2017 The nonparametric bootstrap for the current status model
Piet Groeneboom, Kim Hendrickx
Electron. J. Statist. 11(2): 3446-3484 (2017). DOI: 10.1214/17-EJS1345

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.

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Piet Groeneboom. Kim Hendrickx. "The nonparametric bootstrap for the current status model." Electron. J. Statist. 11 (2) 3446 - 3484, 2017. https://doi.org/10.1214/17-EJS1345

Information

Received: 1 January 2017; Published: 2017
First available in Project Euclid: 6 October 2017

zbMATH: 1373.62178
MathSciNet: MR3709860
Digital Object Identifier: 10.1214/17-EJS1345

Subjects:
Primary: 62G09 , 62N01

Keywords: bootstrap , current status , MLE , smooth functionals

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Vol.11 • No. 2 • 2017
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