Large sample theory of a modified Buckley-James estimator for regression analysis with censored data

DOI10.1214/aos/1176348253zbMath0742.62043OpenAlexW2032096456MaRDI QIDQ1178946

Tze Leung Lai, Zhiliang Ying

Publication date: 26 June 1992

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348253

zbMATH Keywords

asymptotic efficiencyasymptotic variancemartingaleempirical processleast squares estimatornonparametric regressionKaplan-Meier estimateconsistentcensored regression modelasymptotically normalmultiple regression modelstochastic integral representationsmodified Buckley-James estimator

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

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