Confidence Intervals for the Current Status Model

Journal article (2018)

Authors

P. Groeneboom Statistics - EEMCS
K. Hendrickx University of Hasselt
Research Group
Statistics (EEMCS) (TU Delft)
Bootstrap Confidence intervals Smoothed maximum likelihood estimator Current status Maximum likelihood estimator
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Published Date

2018

Language

English

Reuse Rights

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Faculty

Electrical Engineering, Mathematics and Computer Science

Department

Delft Institute of Applied Mathematics

Research Group

Statistics

Abstract

We discuss a new way of constructing pointwise confidence intervals for the distribution function in the current status model. The confidence intervals are based on the smoothed maximum likelihood estimator, using local smooth functional theory and normal limit distributions. Bootstrap methods for constructing these intervals are considered. Other methods to construct confidence intervals, using the non-standard limit distribution of the (restricted) maximum likelihood estimator, are compared with our approach via simulations and real data applications.

Files

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(.pdf | 1.9 Mb)