Confidence intervals for the current status model
Statistics Theory
2017-03-27 v4 Statistics Theory
Abstract
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 (SMLE) and constructed using bootstrap methods. Other methods to construct confidence intervals, using the non-standard limit distribution of the (restricted) MLE, are compared to our approach via simulations and real data applications.
Keywords
Cite
@article{arxiv.1611.08299,
title = {Confidence intervals for the current status model},
author = {Piet Groeneboom and Kim Hendrickx},
journal= {arXiv preprint arXiv:1611.08299},
year = {2017}
}
Comments
31 pages, 10 figures, 1 table