Stochastic integrals of empirical-type processes with applications to censored regression |
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Authors: | Tze Leung Lai Zhiliang Ying |
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Abstract: | 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 and their stochastic integrals to the asymptotic analysis of censored regression estimators are also given. |
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Keywords: | empirical processes metric entropy exponential inequalities stochastic integrals censored regression |
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