During the last decade Levy processes with jumps have received increasing popularity for modelling market behaviour for both derviative pricing and risk management purposes. Chan et al. (2009) introduced the use of empirical likelihood methods to estimate the parameters of various diffusion...

Statistical inference in censored quantile regression is challenging, partly due to the unsmoothness of the quantile score function. A new procedure is developed to estimate the variance of the Bang and Tsiatis inverse-censoring-probability weighted estimator for censored quantile regression by...

The Cox proportional hazards (PH) model with time-dependent covariates (referred to as the extended PH model) has been widely used in medical and health related studies to investigate the effects of time-varying risk factors on survival. Theories and practices regarding model estimation and...

Clustered survival data frequently arise in biomedical applications, where event times of interest are clustered into groups such as families. In this article we consider an accelerated failure time frailty model for clustered survival data and develop nonparametric maximum likelihood estimation...