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

DOI10.1080/03610919108812943zbMATH Open0850.62322OpenAlexW2052482805MaRDI QIDQ4019232FDOQ4019232

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

(7)

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

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