A continuous mapping theorem for the smallest argmax functional

DOI10.1214/11-EJS613zbMath1329.60090arXiv1105.1320MaRDI QIDQ1952192

Emilio Seijo, Bodhisattva Sen

Publication date: 28 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1105.1320

zbMATH Keywords

compound Poisson processchange-pointCox proportional hazards modelmultiple maximizersSkorokhod spaces with multidimensional parameter

Mathematics Subject Classification ID

Nonparametric robustness (62G35) General theory of stochastic processes (60G07)

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• Inference under right censoring for transformation models with a change-point based on a covariate threshold
• A continuous mapping theorem for the argmax‐functional in the non‐unique case
• Estimation in a Cox Regression Model With a Change-Point at an Unknown Time
• On Weak Convergence of Stochastic Processes with Multidimensional Time Parameter

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