As function of time t, a mean residual life is the remaining life expectancy of a subject given survival up to t. The proportional mean residual life model, proposed by Oakes & Dasu (1990), provides an alternative to the Cox proportional hazards model for studying the association between...

In the statistical literature, life expectancy is usually characterised by the mean residual life function. Regression models are thus needed to study the association between the mean residual life functions and their covariates. In this paper, we consider a linear mean residual life model and...

To assess treatment efficacy in clinical trials, certain clinical outcomes are repeatedly measured over time for the same subject. The difference in their means may characterize a treatment effect. Since treatment effectiveness lag and saturation times may exist, erosion of treatment effect...

Hall & Yao (2003) showed that, for ARCH/GARCH, i.e. autoregressive conditional heteroscedastic/generalised autoregressive conditional heteroscedastic, models with heavy-tailed errors, the conventional maximum quasilikelihood estimator suffers from complex limit distributions and slow convergence...

The weighted least absolute deviations estimator is studied for an AR(1) process with ARCH(1) errors ϵ-sub-t. Unlike for the quasi maximum likelihood estimator, the estimator's, limiting distribution is shown to be normal even when E(ϵ-sub-t-super-4) = ∞. Furthermore, the estimator can be...

We evaluate the effects of data dimension on the asymptotic normality of the empirical likelihood ratio for high-dimensional data under a general multivariate model. Data dimension and dependence among components of the multivariate random vector affect the empirical likelihood directly through...