Abstract
We consider estimation in a class of semiparametric transformation models for right–censored data. These models gained much attention in survival analysis; however, most authors consider only regression models derived from frailty distributions whose hazards are decreasing. This paper considers estimation in a more flexible class of models and proposes conditional rank M-estimators for estimation of the Euclidean component of the model
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Digital Object Identifier: 10.1214/074921706000000437