A branching process method in Lagrance random variate generation
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Cites work
- A Comparison of Three Buckley-James Variance Estimators
- ASYMPTOTIC PROPERTIES OF LINEAR REGRESSION ESTIMATORS UNDER A FIXED CENSORSHIP MODEL
- Consistency results for linear regression with censored data
- Estimating regression parameters using linear rank tests for censored data
- Estimation in a linear regression model with censored data
- Extending M-estimation to include censored data via james's method
- Fitting linear regression models to censored data by least squares and maximum likelihood methods
- scientific article; zbMATH DE number 3812798 (Why is no real title available?)
- scientific article; zbMATH DE number 3967642 (Why is no real title available?)
- Large sample theory of a modified Buckley-James estimator for regression analysis with censored data
- Least squares regression with censored data
- Linear Models, Random Censoring and Synthetic Data
- Linear regression with censored data
- On estimating equations with censored data
- Prediction of survival probability based on a linear regression model
- Regression analysis with randomly right-censored data
- Regression with censored data
Cited in
(5)- A hitting time for Lévy processes, with application to dams and branching processes
- Sampling from the generalized logarithmic series distribution
- Gibbs distributions for random partitions generated by a fragmentation process
- Generalized Poisson Random Variate Generation
- Computer generation of generalized negative binomial deviates
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