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)

• Existence of the Buckley-James estimate
• 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

This page was built for publication: Extending M-estimation to include censored data via james's method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4019232)