We consider a large class of transformation models introduced by Gu et al. (2005)  [14]. They proposed an estimation procedure for calculating the maximum partial marginal likelihood estimator (MPMLE) of regression parameters. A big advantage of MPMLE is that it avoids estimating two...

In this paper we study the strong and weak convergence with rates for the estimators of the conditional distribution function as well as conditional cumulative hazard rate function for a left truncated and right censored model. It is assumed that the lifetime observations with multivariate...

In this paper, we construct a local linear composite quantile regression (CQR) estimator of regression function for left-truncated data, which extends the CQR method to the left-truncated model. The asymptotic normality of the proposed estimator is also established. The estimator is much more...

In this paper, we construct a nonparametric regression quantile estimator by using the local linear fitting for left-truncated data, and establish the Bahadur-type representation and asymptotic normality of the proposed estimator when the observations form a stationary α-mixing sequence....