An Iterative Weighted Least Squares Algorithm and Simulation Study for Censored Data M-Estimates

DOI10.1080/03610919608813311zbMATH Open0875.62285OpenAlexW1989815935MaRDI QIDQ5283894FDOQ5283894

Authors: Stephen L. Hillis, Robert F. Woolson 

Publication date: 30 January 1997

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

Full work available at URL: https://doi.org/10.1080/03610919608813311

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• Linear regression with censored data
• Estimation in a linear regression model with censored data
• Title not available (Why is that?)
• Large sample theory of a modified Buckley-James estimator for regression analysis with censored data
• Extending M-estimation to include censored data via james's method
• Regression with censored data
• Regression analysis with randomly right-censored data
• Linear Models, Random Censoring and Synthetic Data
• Least squares regression with censored data
• On estimating equations with censored data
• Statistical Robustness: One View of Its Use in Applications Today
• A missing information principle and \(M\)-estimators in regression analysis with censored and truncated data
• Fitting linear regression models to censored data by least squares and maximum likelihood methods

Cited In (1)

• Applied regression analysis bibliography update 1994-97

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