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

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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Year of publication:	1988
Authors:	Lai, Tze Leung ; Ying, Zhiliang
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 27.1988, 2, p. 334-358
Publisher:	Elsevier
Keywords:	empirical processes metric entropy exponential inequalities stochastic integrals censored regression

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

Persistent link: https://www.econbiz.de/10005153077