The nonparametric bootstrap for the current status model

descriptionPublicationkeyboard_double_arrow_right Article , Preprint , Other literature type 01 Jan 2017Embargo end date: 01 Jan 2017 Belgium, Netherlands Publisher:Institute of Mathematical StatisticsJournal:Electronic Journal of Statistics, volume 11 (issn: 1935-7524,

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Authors: Groeneboom, P. (author); Hendrickx, K. (author);

doi: 10.1214/17-ejs1345 , 10.48550/arxiv.1701.07359

arXiv: 1701.07359

handle: 1942/27428

The nonparametric bootstrap for the current status model

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

39 pages, 11 figures

Countries

Belgium, Netherlands

Related Organizations

Delft University of Technology
Netherlands
TECHNISCHE UNIVERSITEIT DELFT
Netherlands
Hasselt University
Belgium

Keywords

FOS: Computer and information sciences, smooth functionals, current status, Bootstrap, Methodology (stat.ME), 62G09, 62N01, MLE, Bootstrap; current status; MLE; smooth functionals, Statistics - Methodology, 62G09, 62N01

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