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March, 1990 Estimating Regression Parameters Using Linear Rank Tests for Censored Data
Anastasios A. Tsiatis
Ann. Statist. 18(1): 354-372 (March, 1990). DOI: 10.1214/aos/1176347504

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.

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Anastasios A. Tsiatis. "Estimating Regression Parameters Using Linear Rank Tests for Censored Data." Ann. Statist. 18 (1) 354 - 372, March, 1990. https://doi.org/10.1214/aos/1176347504

Information

Published: March, 1990
First available in Project Euclid: 12 April 2007

zbMATH: 0701.62051
MathSciNet: MR1041397
Digital Object Identifier: 10.1214/aos/1176347504

Subjects:
Primary: 62G05
Secondary: 62J05

Keywords: asymptotic normality , Censored data , counting processes , efficiency , linear rank tests , Martingales

Rights: Copyright © 1990 Institute of Mathematical Statistics

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Vol.18 • No. 1 • March, 1990
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