We consider conditional maximum likelihood estimator (cMLE) for the proportional hazards model with left-truncated and interval-censored data. We show that when the covariates are discrete the cMLE is the MLE, and under some regularity conditions the cMLE for the regression parameter is...

We develop composite estimators and its large sample properties for the additive risk model with length-biased and right-censored data. We also conduct simulation studies to confirm the good finite sample performance of our methods and then give a real data example.

Almost sure convergence for ratios of delta functions establishes global and local strong consistency for a variety of estimates and data generations. For instance, the empirical probability function from independent identically distributed random vectors, the empirical distribution for...

Almost sure convergence for ratios of delta functions establishes global and local strong consistency for a variety of estimates and data generations. For instance, the empirical probability function from independent identically distributed random vectors, the empirical distribution for...

While the currently available estimators for the conditional Kendall’s tau measure of association between truncation and failure are valid for testing the null hypothesis of quasi-independence, they are biased when the null does not hold. This is because they converge to quantities that depend...

In this paper we investigate the duration of residence for Spanish households from panel data. The inference is based on those households surveyed in 1994 (and followed since that year on) and moving into their 1994-current residence after 1979. We distinguish among owners, renters, and...