A class of generalized linear rank statistics is introduced for regression analysis in the presence of truncation or censoring on the response variable. Applications of these statistics to hypothesis testing and estimation are discussed. Martingale theory and stochastic integrals of...

Motivated by the analysis of linear rank estimators and the Buckley-James nonparametric EM estimator in censored regression models, we study herein the asymptotic properties of stochastic integrals of certain two-parameter empirical processes. Applications of these results on empirical processes...

We consider an estimation problem with observations from a Gaussian process. The problem arises from a stochastic process modeling of computer experiments proposed recently by Sacks, Schiller, and Welch. By establishing various representations and approximations to the corresponding...

Empirical likelihood (EL) ratio tests are developed for testing for or against the hypothesis that k-population means [mu]1,[mu]2,...,[mu]k are isotonic with respect to some quasi-order [not precedes, equals] on {1,2,...,k}. The null asymptotic distributions are derived and are shown to be of...