Stochastic integrals of empirical-type processes with applications to censored regression
Tze Leung Lai, Zhiliang Ying · Journal of Multivariate Analysis · 1988
Motivated by the analysis of linear rank estimators and the Buckley-James nonparametric EM estimator in censored regression models, we study herein the asymptotic properties of stochastic integrals of certain two-parameter empirical processes. Applications of these results on empirical processes and their stochastic integrals to the asymptotic analysis of censored regression estimators are also given.