Pages that link to "Item:Q4725545"
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The following pages link to Fitting linear regression models to censored data by least squares and maximum likelihood methods (Q4725545):
Displaying 17 items.
- The Koul-Susarla-Van Ryzin and weighted least squares estimates for censored linear regression model: a comparative study (Q1020758) (← links)
- Recursive estimation in linear models with general errors and grouped data: A median-based procedure and related asymptotics (Q1395874) (← links)
- An approximation of logarithmic functions in the regression setting (Q1731247) (← links)
- Asymptotic properties of a modified semi-parametric MLE in linear regression with right-censored data (Q1862897) (← links)
- A regression method for censored inverse-Gaussian data (Q3324867) (← links)
- Quasi-Likelihood for Right-Censored Data in the Generalized Linear Model (Q3396329) (← links)
- Estimation in linear models with censored data (Q3802439) (← links)
- A branching process method in Lagrance random variate generation (Q4019333) (← links)
- Small sample properties of random coefficient regression estimators: a monte carlo simulation (Q4019338) (← links)
- <i>M</i>-estimation in censored linear models (Q4037733) (← links)
- A Comparison of Three Buckley-James Variance Estimators (Q4275705) (← links)
- Recursive Least Squares for Censored Regression (Q4620687) (← links)
- (Q4915368) (← links)
- An Iterative Weighted Least Squares Algorithm and Simulation Study for Censored Data M-Estimates (Q5283894) (← links)
- Residual plots for linear regression models with censored outcome data: A refined method for visualizing residual uncertainty (Q5358368) (← links)
- Modal iterative estimation in linear models with unimodal errors and non-grouped and grouped data collected from different sources (Q5936979) (← links)
- A proper selection among multiple Buckley-James estimates (Q6594922) (← links)
