## Annals of Statistics

### Monotone Estimating Equations for Censored Data

#### 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.

#### Article information

Source
Ann. Statist., Volume 22, Number 2 (1994), 732-746.

Dates
First available in Project Euclid: 11 April 2007

https://projecteuclid.org/euclid.aos/1176325493

Digital Object Identifier
doi:10.1214/aos/1176325493

Mathematical Reviews number (MathSciNet)
MR1292538

Zentralblatt MATH identifier
0807.62032

JSTOR