The nonparametric bootstrap for the current status model

Journal article (2017)

Authors

P. Groeneboom Statistics - EEMCS
K. Hendrickx University of Hasselt
Research Group
Statistics (EEMCS) (TU Delft)
Copyright: © 2017 P. Groeneboom, K. Hendrickx
DOI: https://doi.org/10.1214/17-EJS1345
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Published Date

2017

Language

English

Faculty

Electrical Engineering, Mathematics and Computer Science

Department

Delft Institute of Applied Mathematics

Research Group

Statistics

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
Lp -distance. We also discuss applications of this result to the current status regression model.