The Annals of Statistics

Estimating Regression Parameters Using Linear Rank Tests for Censored Data

Anastasios A. Tsiatis

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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.

Article information

Source
Ann. Statist. Volume 18, Number 1 (1990), 354-372.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
http://projecteuclid.org/euclid.aos/1176347504

Digital Object Identifier
doi:10.1214/aos/1176347504

Mathematical Reviews number (MathSciNet)
MR1041397

Zentralblatt MATH identifier
0701.62051

JSTOR
links.jstor.org

Subjects
Primary: 62G05: Estimation
Secondary: 62J05: Linear regression

Keywords
Censored data linear rank tests counting processes martingales asymptotic normality efficiency

Citation

Tsiatis, Anastasios A. Estimating Regression Parameters Using Linear Rank Tests for Censored Data. Ann. Statist. 18 (1990), no. 1, 354--372. doi:10.1214/aos/1176347504. http://projecteuclid.org/euclid.aos/1176347504.


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