ABSTRACT
Bagdonavicˇius and Nikulin (1997a) proposed to estimate the parameter γ by solving the estimating equations
U(γ, τ) = 0,
where the estimating function is given by the next formula
U(t, γ) = n∑ i=1
x(i)(u){dNi(u)− Yi(u)α(Hˆi(u, γ))dHˆi(u, γ)} =
{x(i)(u)− E˜(u, γ)} { dNi(u)− Yi(u)α(Hˆi(u, γ))γTx(i)(u)du
} ,
E˜(u, γ) = S˜(1)(u, γ) S˜(0)(u, γ)
, S˜(1)(γ, u) = n∑ i=1
x(i)(u)Yi(u)α(Hˆi(u, γ)).
