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http://hdl.handle.net/1942/27428
Title: | The nonparametric bootstrap for the current status model | Authors: | Groeneboom, Piet HENDRICKX, Kim |
Issue Date: | 2017 | Publisher: | INST MATHEMATICAL STATISTICS | Source: | ELECTRONIC JOURNAL OF STATISTICS, 11(2), p. 3446-3484 | 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. | Notes: | [Groeneboom, Piet] Delft Univ Technol, Mekelweg 4, NL-2628 CD Delft, Netherlands. [Hendrickx, Kim] Hasselt Univ, I BioStat, Agoralaan, B-3590 Diepenbeek, Belgium. | Keywords: | Bootstrap; current status; MLE; smooth functionals;Bootstrap; current status; MLE; smooth functionals | Document URI: | http://hdl.handle.net/1942/27428 | ISSN: | 1935-7524 | e-ISSN: | 1935-7524 | DOI: | 10.1214/17-EJS1345 | ISI #: | 000438838500023 | Category: | A1 | Type: | Journal Contribution | Validations: | ecoom 2019 |
Appears in Collections: | Research publications |
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euclid.ejs.1507255611.pdf | Published version | 628.59 kB | Adobe PDF | View/Open |
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