On estimating equations with censored data

DOI10.1093/BIOMET/73.1.35zbMath0596.62026OpenAlexW1993334824MaRDI QIDQ3729816

Ian R. James

Publication date: 1986

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/73.1.35

zbMATH Keywords

maximum likelihood estimationproduct-limit estimatorcensored datamethod of momentsestimating equationsasymptotic variancesself-consistencyM- estimationdistribution-free method

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Point estimation (62F10)

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An Iterative Weighted Least Squares Algorithm and Simulation Study for Censored Data M-Estimates ⋮ The equivalence of two buckley-james variance estimators ⋮ A Comparison of Three Buckley-James Variance Estimators ⋮ A note on james type robust estimators ⋮ Robust confidence intervals for log-location-scale models with right censored data ⋮ Extending M-estimation to include censored data via james's method ⋮ A branching process method in Lagrance random variate generation ⋮ Small sample properties of random coefficient regression estimators: a monte carlo simulation ⋮ A heuristic generalization of smith's buckley james variance estimator ⋮ Spline nonparametric quasi-likelihood regression within the frame of the accelerated failure time model ⋮ Nonparametric quasi-likelihood for right censored data ⋮ Generalized mean residual life models for case-cohort and nested case-control studies ⋮ Robust estimation under progressive censoring ⋮ A rank estimator in the two-sample transformation model with randomly censored data ⋮ Goodness-of-fit-tests for composite hypotheses with censored samples ⋮ Comparing the Variability of Random Variables and Point Processes ⋮ Weighted Least‐Squares Method for Right‐Censored Data in Accelerated Failure Time Model

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