Autonomous driving promises significant advancements in mobility, road safety and traffic efficiency, yet reinforcement learning and imitation learning face safe-exploration and distribution-shift challenges. Although human-AI collaboration alleviates these issues, it often relies heavily on extensive human intervention, which increases costs and reduces efficiency. This paper develops a confidence-guided human-AI collaboration (C-HAC) strategy to overcome these limitations. First, C-HAC employs a distributional proxy value propagation method within the distributional soft actor-critic (DSAC) framework. By leveraging return distributions to represent human intentions C-HAC achieves rapid and stable learning of human-guided policies with minimal human interaction. Subsequently, a shared control mechanism is activated to integrate the learned human-guided policy with a self-learning policy that maximizes cumulative rewards. This enables the agent to explore independently and continuously enhance its performance beyond human guidance. Finally, a policy confidence evaluation algorithm capitalizes on DSAC's return distribution networks to facilitate dynamic switching between human-guided and self-learning policies via a confidence-based intervention function. This ensures the agent can pursue optimal policies while maintaining safety and performance guarantees. Extensive experiments across diverse driving scenarios reveal that C-HAC significantly outperforms conventional methods in terms of safety, efficiency, and overall performance, achieving state-of-the-art results. The effectiveness of the proposed method is further validated through real-world road tests in complex traffic conditions. The videos and code are available at: https://github.com/lzqw/C-HAC.