Stochastic integrals of empirical-type processes with applications to censored regression

DOI10.1016/0047-259X(88)90134-0zbMATH Open0684.62048MaRDI QIDQ1825569FDOQ1825569

Authors: Tze Leung Lai, Zhiliang Ying 

Publication date: 1988

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

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zbMATH Keywords

exponential inequalitiesmetric entropytwo-parameter empirical processesasymptotic properties of stochastic integralsBuckley-James non-parametric EM estimatorcensored regression estimatorslinear rank estimators

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Linear regression; mixed models (62J05) Linear inference, regression (62J99) Large deviations (60F10) Strong limit theorems (60F15) Stochastic integrals (60H05)

Cites Work

• Linear regression with censored data
• Probability Inequalities for the Sum of Independent Random Variables
• Asymptotic Linearity of a Rank Statistic in Regression Parameter
• Probability inequalities for empirical processes and a law of the iterated logarithm
• Central limit theorems for empirical measures
• Consistency results for linear regression with censored data

Cited In (21)

• Regression for censored survival data with lag effects
• Empirical likelihood inference for censored median regression with weighted empirical hazard functions
• Censored symmetric Lévy-type processes
• Towards a general asymptotic theory for Cox model with staggered entry
• Further studies on the scale estimation in the censored two sample accelerated life model
• Quantile regression for left-truncated semicompeting risks data
• Linear rank statistics in regression analysis with censored or truncated data
• Semiparametric inference for the accelerated life model with time- dependent covariates
• A new approach to regression analysis of censored competing-risks data
• Buckley-James type estimator for censored data with covariates missing by design
• The asymptotic distribution of MLE of treatment lag threshold
• Title not available (Why is that?)
• Estimating mean survival time: when is it possible?
• Optimum percentile estimating equations for nonlinear random coefficient models
• On the estimators and tests for the semiparametric hazards regression model
• A class of Box-Cox transformation models for recurrent event data
• Confidence intervals for the regression parameter based on weighted log-rank estimating func\-tions
• Empirical likelihood-based weighted rank regression with missing covariates
• A class of Box-Cox transformation models for recurrent event data with a terminal event
• Estimations of a threshold parameter in cox regression
• Survey weighted estimating equation inference with nuisance functionals

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