The Buckley-James estimator and induced smoothing
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Publication:6569946
DOI10.1111/ANZS.12155MaRDI QIDQ6569946FDOQ6569946
Authors: You-Gan Wang, Yudong Zhao, Liya Fu 
Publication date: 9 July 2024
Published in: Australian \& New Zealand Journal of Statistics (Search for Journal in Brave)
Nonparametric inference (62Gxx) Linear inference, regression (62Jxx) Survival analysis and censored data (62Nxx)
Cites Work
- Linear regression with censored data
- Rank-based inference for the accelerated failure time model
- On least-squares regression with censored data
- Title not available (Why is that?)
- Variable kernel density estimation
- Induced smoothing for the semiparametric accelerated failure time model: asymptotics and extensions to clustered data
- Standard errors and covariance matrices for smoothed rank estimators
- Efficient resampling methods for nonsmooth estimating functions
- Generalized method of moments estimation for linear regression with clustered failure time data
- Rank regression for accelerated failure time model with clustered and censored data
- Smoothing counting process intensities by means of kernel functions
- An exponential inequality for the distribution function of the kernel density estimator, with applications to adaptive estimation
- A Step-up Procedure for Selecting Variables Associated with Survival
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