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

DOI10.1080/03610919608813311MaRDI QIDQ5283894zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 3967642 (Why is no real title available?)
• A missing information principle and \(M\)-estimators in regression analysis with censored and truncated data
• Estimation in a linear regression model with censored data
• Extending M-estimation to include censored data via james's method
• Fitting linear regression models to censored data by least squares and maximum likelihood methods
• Large sample theory of a modified Buckley-James estimator for regression analysis with censored data
• Least squares regression with censored data
• Linear Models, Random Censoring and Synthetic Data
• Linear regression with censored data
• On estimating equations with censored data
• Regression analysis with randomly right-censored data
• Regression with censored data
• Statistical Robustness: One View of Its Use in Applications Today

Cited in

(1)

• Applied regression analysis bibliography update 1994-97

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