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

DOI10.1080/03610919108812943zbMATH Open0850.62322OpenAlexW2052482805MaRDI QIDQ4019232FDOQ4019232

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 (7)

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

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