The score function is associated with some optimality features in statistical inference. This review article looks on the central role of the score in testing and estimation. The maximization of the power in testing and the quest for efficiency in estimation lead to score as a guiding principle....

Quantile regression has emerged as an essential statistical tool of contemporary empirical economics and biostatistics. Complementing classical least squares regression methods which are designed to estimate conditional mean models, quantile regression provides an ensemble of techniques for...

We consider several variants of a likelihood-ratio process for quantile regression designed to test composite hypotheses about the combined influence of several covariates over an entire range of conditional quantile functions. A closely related process is proposed as a goodness-of-fit criterion...

A new quantile regression model for survival data is proposed that permits a positive proportion of subjects to become unsusceptible to recurrence of disease following treatment or based on other observable characteristics. In contrast to prior proposals for quantile regression estimation of...