The nonparametric bootstrap for the current status model | Zendy

Piet Groeneboom | Zendy; Kim Hendrickx | Zendy

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The nonparametric bootstrap for the current status model

Author(s) -

Piet Groeneboom,

Kim Hendrickx

Publication year - 2017

Publication title -

electronic journal of statistics

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 1.482

H-Index - 54

ISSN - 1935-7524

DOI - 10.1214/17-ejs1345

Subject(s) - bootstrapping (finance) , mathematics , nonparametric statistics , statistics , estimator , confidence interval , current (fluid) , econometrics , electrical engineering , engineering

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.Statistic

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