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Estimating Regression Parameters Using Linear Rank Tests for Censored Data

The Annals of StatisticsPublished 1 March 1990Open access
Anastasios A. Tsiatis
Citations466
SJR quartileQ1
SJR score4.77
SNIP3.13
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TL;DR

A class of estimates for regression parameters in a linear model with right censored data is proposed, derived by using linear rank tests forright censored data as estimating equations, and they are shown to be consistent and asymptotically normal with covariance matrix for which estimates are proposed.

Abstract

A class of estimates for regression parameters in a linear model with right censored data is proposed. These estimates are derived by using linear rank tests for right censored data as estimating equations. They are shown to be consistent and asymptotically normal with covariance matrix for which estimates are proposed. Efficient estimates within this class are derived together with conditions when they are fully efficient.

Keywords

Mathematics