Confidence Intervals for the Current Status Model

Publisher: John Wiley & Sons Inc

E-ISSN: 1467-9469|45|1|135-163

ISSN: 0303-6898

Source: SCANDINAVIAN JOURNAL OF STATISTICS, Vol.45, Iss.1, 2018-03, pp. : 135-163

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Abstract

AbstractWe 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.