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.
|Number of pages||29|
|Journal||Scandinavian Journal of Statistics: theory and applications|
|Publication status||Published - 2018|
- confidence intervals
- current status
- maximum likelihood estimator
- smoothed maximum likelihood estimator