### Monotone Estimating Equations for Censored Data

Mendel Fygenson and Ya'acov Ritov
Source: Ann. Statist. Volume 22, Number 2 (1994), 732-746.

#### Abstract

The monotone class rank-test-based estimating equations for regression models with right censored data is considered. We introduce an estimator which is a solution of a monotone estimating equation that is an extension of the Gehan test. The estimator is easy to derive, $\sqrt n$-consistent and asymptotically normal under minimal conditions. All monotone estimating equations are characterized, and a simulation study, which shows that our suggested procedure performs well, is included.

First Page:
Primary Subjects: 62G05
Secondary Subjects: 62J05, 62E20, 62E25
Full-text: Open access