We consider the problem of comparing sojourn time distributions of a transient state in a general multistate system in two samples (groups) when the transition times are right censored. Using the reweighting principle, a two-sample Mann–Whitney type of <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$U$$</EquationSource> </InlineEquation>-statistic is constructed that...</equationsource></inlineequation>

We consider estimation of integrated transition hazard and stage occupation probabilities using right censored i.i.d. data that come from a general multistage model which is not Markov. We show that the Nelson-Aalen estimator for the integrated transition hazard of a Markov process consistently...

In this paper we consider an invertible autoregressive process where the innovations (errors) are i.i.d. satisfying a tail regularity condition. The problem of estimation of the index of regular variation [alpha] based on a finite realization of the time series is addressed. We propose the use...

A novel representation for the nonparametric maximum likelihood estimator (NPMLE) of the failure time distributions in the competing risks problem with right-censored data is derived. This representation shows that the NPMLE can be calculated by a Kaplan-Meier survival function for each failure...

A general multistage model is considered where all individuals start at a given initial stage at time zero. Based on randomly right-censored data, we provide both individual-specific and overall estimates of the probabilities of entry to a future stage. We also provide normalized estimators of...

The classical bootstrap approximation is known to break down (Babu, 1984), even for "nice" statistics such as a smooth function of a multivariate sample mean for certain "critical" values of the mean vector. A simple modification of the naive bootstrap is suggested to take care of this problem....

A pth-order random coefficient integer-valued autoregressive [RCINAR(p)] model is proposed for count data. Stationarity and ergodicity properties are established. Maximum likelihood, conditional least squares, modified quasi-likelihood and generalized method of moments are used to estimate the...