Linear rank statistics in regression analysis with censored or truncated data

A class of generalized linear rank statistics is introduced for regression analysis in the presence of truncation or censoring on the response variable. Applications of these statistics to hypothesis testing and estimation are discussed. Martingale theory and stochastic integrals of multiparameter empirical processes are applied to analyze the test statistics and the rank estimates.

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Year of publication:	1992
Authors:	Lai, Tze Leung ; Ying, Zhiliang
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 40.1992, 1, p. 13-45
Publisher:	Elsevier
Keywords:	truncated regression model censored regression model generalized rank vector rank tests estimates asymptotic normality asymptotic efficiency martingales stochastic integrals

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005153046