Confidence intervals for the current status model
  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. 
Piet Groeneboom and Kim Hendrickx
math.ST stat.TH