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Many longitudinal studies involve relating an outcome process to a set of possibly time-varying covariates, giving rise to the usual regression models for longitudinal data. When the purpose of the study is to investigate the covariate effects when experimental environment undergoes abrupt...
Persistent link: https://www.econbiz.de/10010605460
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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...
Persistent link: https://www.econbiz.de/10005153046
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...
Persistent link: https://www.econbiz.de/10005153077