In this paper we study the goodness-of-fit test introduced by Fortiana and Grané (2003) and Grané (2012), in the context of randomly censored data. We construct a new test statistic undergeneral right-censoring, i.e., with unknown censoring distribution, and prove its asymptoticproperties....

In this paper we propose a new method for estimating parameters in a single-index model under censoring based on the Beran estimator for the conditional distribution function. This, likelihood-based method is also a useful and simple tool used for bandwidth selection. Additionally, we perform an...

A new likelihood approach is proposed for the problem of semiparametric estimation of a conditional distribution or density under censoring. Consistency and asymptotic normality for two versions of the maximum likelihood estimator of the parameter vector in the single index model are proved. The...