Stochastic integrals of empirical-type processes with applications to censored regression

DOI10.1016/0047-259X(88)90134-0zbMath0684.62048MaRDI QIDQ1825569

Zhiliang Ying, Tze Leung Lai

Publication date: 1988

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

metric entropyexponential inequalitiestwo-parameter empirical processesasymptotic properties of stochastic integralsBuckley-James non-parametric EM estimatorcensored regression estimatorslinear rank estimators

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Linear inference, regression (62J99) Strong limit theorems (60F15) Large deviations (60F10) Stochastic integrals (60H05)

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Cites Work

• Consistency results for linear regression with censored data
• Probability inequalities for empirical processes and a law of the iterated logarithm
• Central limit theorems for empirical measures
• Probability Inequalities for the Sum of Independent Random Variables
• Linear regression with censored data
• Asymptotic Linearity of a Rank Statistic in Regression Parameter