• 1507255611

    Final published version, 629 KB, PDF document


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.
Original languageEnglish
Pages (from-to)3446-3484
Number of pages39
JournalElectronic Journal of Statistics
Issue number2
Publication statusPublished - 2017

    Research areas

  • Bootstrap, current status, MLE, smooth functionals

ID: 29140404