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.

Original languageEnglish
Pages (from-to)135-163
Number of pages29
JournalScandinavian Journal of Statistics: theory and applications
Issue number1
Publication statusPublished - 2018

    Research areas

  • bootstrap, confidence intervals, current status, maximum likelihood estimator, smoothed maximum likelihood estimator

ID: 43042104