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Linear rank statistics in regression analysis with censored or truncated data

Author

Listed:
  • Lai, Tze Leung
  • Ying, Zhiliang

Abstract

A class of generalized linear rank statistics is introduced for regression analysis in the presence of truncation or censoring on the response variable. Applications of these statistics to hypothesis testing and estimation are discussed. Martingale theory and stochastic integrals of multiparameter empirical processes are applied to analyze the test statistics and the rank estimates.

Suggested Citation

  • Lai, Tze Leung & Ying, Zhiliang, 1992. "Linear rank statistics in regression analysis with censored or truncated data," Journal of Multivariate Analysis, Elsevier, vol. 40(1), pages 13-45, January.
  • Handle: RePEc:eee:jmvana:v:40:y:1992:i:1:p:13-45
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    References listed on IDEAS

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    1. Dielman, Terry E. & Rose, Elizabeth L., 1996. "A note on hypothesis testing in LAV multiple regression: A small sample comparison," Computational Statistics & Data Analysis, Elsevier, pages 463-470.
    2. Dielman, Terry E. & Rose, Elizabeth L., 1995. "A bootstrap approach to hypothesis testing in least absolute value regression," Computational Statistics & Data Analysis, Elsevier, pages 119-130.
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    Cited by:

    1. Qin, Gengsheng & Tsao, Min, 2003. "Empirical likelihood inference for median regression models for censored survival data," Journal of Multivariate Analysis, Elsevier, vol. 85(2), pages 416-430, May.
    2. Yu, Lili & Peace, Karl E., 2012. "Spline nonparametric quasi-likelihood regression within the frame of the accelerated failure time model," Computational Statistics & Data Analysis, Elsevier, pages 2675-2687.
    3. Zhou, Weihua, 2011. "A weighted quantile regression for randomly truncated data," Computational Statistics & Data Analysis, Elsevier, pages 554-566.
    4. Zhao, Yichuan, 2011. "Empirical likelihood inference for the accelerated failure time model," Statistics & Probability Letters, Elsevier, pages 603-610.
    5. Yichuan Zhao & Song Yang, 2008. "Empirical likelihood inference for censored median regression with weighted empirical hazard functions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, pages 441-457.
    6. Zhou, Mai & Li, Gang, 2008. "Empirical likelihood analysis of the Buckley-James estimator," Journal of Multivariate Analysis, Elsevier, vol. 99(4), pages 649-664, April.
    7. Zhao, Yichuan & Chen, Feiming, 2008. "Empirical likelihood inference for censored median regression model via nonparametric kernel estimation," Journal of Multivariate Analysis, Elsevier, vol. 99(2), pages 215-231, February.

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