Lincheng Zhao

Estimation in change-point hazard function models

In this paper, we consider hazard function models with a change-point allowing for random censoring when the base-line hazard function is unknown with some parameters. A non-parametric estimator of the change-point is proposed in the context of counting process. The estimators of change-point and other parameters are shown to be consistent.

Some contributions to M-estimation in linear models

In this paper, we briefly survey some contributions to asymptotic theory on M-estimation in a linear model as well as on the relevant test criteria in ANOVA.

Model selection under order restriction

In this paper, a general information criterion is developed for detecting the multiplicity of the largest parameter as well as the configuration of true parameters with simple order restriction. The strong consistency of the relevant detection procedures are established, and a brief comparison of several criteria is also conducted through simulation studies.