On estimating equations with censored data

DOI10.1093/BIOMET/73.1.35MaRDI QIDQ3729816zbMATH OpenOpenAlexFDO

Authors Ian 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

asymptotic variancescensored datadistribution-free methodestimating equationsM- estimationmaximum likelihood estimationmethod of momentsproduct-limit estimatorself-consistency

Mathematics Subject Classification ID

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

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Cited in

(28)

• A rank estimator in the two-sample transformation model with randomly censored data
• Monotone estimating equations for censored data
• On estimation for censored autoregressive data
• Estimations in homoscedastic linear regression models with censored data: An empirical process approach
• Spline nonparametric quasi-likelihood regression within the frame of the accelerated failure time model
• Generalized mean residual life models for case-cohort and nested case-control studies
• New estimating equation approaches with application in lifetime data analysis
• Robust confidence intervals for log-location-scale models with right censored data
• Weighted least-squares method for right-censored data in accelerated failure time model
• G-estimation and artificial censoring: problems, challenges, and applications
• Parameter Estimation and Censored Lives
• 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
• Nonparametric quasi-likelihood for right censored data
• The equivalence of two buckley-james variance estimators
• A Comparison of Three Buckley-James Variance Estimators
• A note on james type robust estimators
• Estimation of Microorganism Counts in Agglutination and Enzyme Linked Immuno-Sorbent Assays: Consequences of Ignoring Censored Data
• On Robins’ formula
• A heuristic generalization of smith's buckley james variance estimator
• Asymptotic Properties of M‐estimators Based on Estimating Equations and Censored Data
• Comparing the Variability of Random Variables and Point Processes
• An Iterative Weighted Least Squares Algorithm and Simulation Study for Censored Data M-Estimates
• Goodness-of-fit-tests for composite hypotheses with censored samples
• Robust Wald-type tests under random censoring
• Moment-type estimation for Type-I censored samples
• Robust estimation under progressive censoring

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