A new class of estimators is introduced for estimating the parameter ([theta]10, [theta]20) in the linear regression model y = E[YX = x] = [theta]10 + [theta]20x. Given independent copies {(X1, Y1),..., (Xn, Yn)} of the two-dimensional random vector (X, Y), these estimators are derived from...

Suppose that we observe bivariate data (Xi, Yi) only when Yi [less-than-or-equals, slant] Xi (left truncation). Denote with F the marginal d.f. of the X's. In this paper we derive a Bahadur-type representation for the quantile function of the pertaining product-limit estimator of F. As an...

In the Koziol--Green proportional hazards model one assumes that the lifetime distribution F and the censoring distribution G satisfy 1 -- G = (1 -- F)[beta]. Let Fn denote the nonparametric MLE of F. We show that for any integrable function \gf, [integral operator]\gf dFn -- [integral...

The shot-noise jump-diffusion (SNJD) model aims to reflect how economic variables respond to the arrival of sudden information. This paper analyzes the SNJD model, providing its statistical distribution and closed-form expressions for the characteristic function and moments. We also analyze the...

In a multivariate nonparametric setup the survival function is not identifiable from the hazard function. Things may change, however, if we restrict ourselves to semiparametric submodels. In this note we show that for the Clayton survival model, the answer is affirmative.