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), using local smooth functional theory and normal limit distributions. Bootstrap methods for constructing the latter intervals are considered. 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.