Extending M-estimation to include censored data via james's method

DOI10.1080/03610919108812943MaRDI QIDQ4019232zbMATH OpenOpenAlexFDO

Authors Stephen L. Hillis

Publication date 16 January 1993

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610919108812943

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Cites work

• On estimating equations with censored data

Cited in

(8)

• Robust estimation and regression with parametric quantile functions
• Asymptotic properties of a modified semi-parametric MLE in linear regression with right-censored data
• A branching process method in Lagrance random variate generation
• Small sample properties of random coefficient regression estimators: a monte carlo simulation
• A Comparison of Three Buckley-James Variance Estimators
• An Iterative Weighted Least Squares Algorithm and Simulation Study for Censored Data M-Estimates
• A proper selection among multiple Buckley-James estimates
• Existence of the Buckley-James estimate

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