This paper introduces a novel approach to making inference about the regression parameters in the accelerated failure time model for current status and interval censored data. The estimator is constructed by inverting a Wald-type test for testing a null proportional hazards model. A numerically...

The construction of a reliable, practically useful prediction rule for future responses is heavily dependent on the 'adequacy' of the fitted regression model. In this article, we consider the absolute prediction error, the expected value of the absolute difference between the future and...

Under a general regression setting, we propose an optimal unconditional prediction procedure for future responses. The resulting prediction intervals or regions have a desirable average coverage level over a set of covariate vectors of interest. When the working model is not correctly specified,...

The accelerated failure time model specifies that the logarithm of the failure time is linearly related to the covariate vector without assuming a parametric error distribution. In this paper, we consider the semiparametric Box--Cox transformation model, which includes the above regression model...

Suppose that, under a two-level hierarchical model, the distribution of the vector of random parameters is known or can be estimated well. The data are generated via a fixed, but unobservable, realisation of the vector. We derive the smallest confidence region for a specific component of this...