Monotone Estimating Equations for Censored Data
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.
Permanent link to this document: http://projecteuclid.org/euclid.aos/1176325493
Digital Object Identifier: doi:10.1214/aos/1176325493
Mathematical Reviews number (MathSciNet): MR1292538
Zentralblatt MATH identifier: 0807.62032