Confidence Intervals for the Current Status Model

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Confidence Intervals for the Current Status Model

Journal Article (2018)

Author(s)

Piet Groeneboom (TU Delft - Electrical Engineering, Mathematics and Computer Science)

Kim Hendrickx (Universiteit Hasselt)

Research Group

Statistics

Bootstrap Confidence intervals Smoothed maximum likelihood estimator Current status Maximum likelihood estimator

DOI related publication

https://doi.org/10.1111/sjos.12294 Final published version

To reference this document use

https://resolver.tudelft.nl/uuid:ab768e28-ea06-4483-9552-8051e471a908

More Info

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Publication Year

2018

Language

English

Research Group

Statistics

Issue number

1

Volume number

45

Pages (from-to)

135-163

Downloads counter

159

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.