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

Tze Leung Lai and Zhiliang Ying

Journal of Multivariate Analysis, 1988, vol. 27, issue 2, 334-358

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.

Keywords: empirical; processes; metric; entropy; exponential; inequalities; stochastic; integrals; censored; regression (search for similar items in EconPapers)
Date: 1988
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Citations: View citations in EconPapers (12)

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