Regression \(M\)-estimators with non-i.i.d. doubly censored data.
From MaRDI portal
Publication:1434012
DOI10.1214/aos/1059655911zbMath1041.62055OpenAlexW2094180379MaRDI QIDQ1434012
Publication date: 1 July 2004
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aos/1059655911
weak convergenceasymptotic normalityHadamard differentiabilitystrong consistencygeneralized weighted empirical process
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Censored data models (62N01) Estimation in survival analysis and censored data (62N02)
Related Items (6)
Semiparametric Bayesian inference for accelerated failure time models with errors-in-covariates and doubly censored data ⋮ Semiparametric robust estimation of truncated and censored regression models ⋮ Regression M-estimators with One Modified Form of Doubly Censored Data ⋮ LAD Estimation for Multiple Regression Models with Doubly Censored Data ⋮ Survival Estimation with Missing Censoring Times for the Generalized Koziol–Green Model ⋮ Quantile regression for interval censored data
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Von Mises calculus for statistical functionals
- Asymptotic properties of self-consistent estimators based on doubly censored data
- Estimation in a linear regression model with censored data
- Weak convergence of a self-consistent estimator of the survival function with doubly censored data
- Strong consistency of a nonparametric estimator of the survival function with doubly censored data
- Functional jackknifing: Rationality and general asymptotics
- Some asymptotic theory for the bootstrap
- Regression analysis with randomly right-censored data
- Large sample theory of a modified Buckley-James estimator for regression analysis with censored data
- Asymptotic normality of the `synthetic data' regression estimator for censored survival data
- Algorithms for computing self-consistent and maximum likelihood estimators with doubly censored data
- Linear regression with doubly censored data
- Regression \(M\)-estimators with doubly censored data
- A missing information principle and \(M\)-estimators in regression analysis with censored and truncated data
- Hadamard differentiability on \(D[0,1^p\)]
- Generalized Cramér-von Mises tests of goodness of fit for doubly censored data
- Weak convergence and empirical processes. With applications to statistics
- Approximation Theorems of Mathematical Statistics
- Linear Models, Random Censoring and Synthetic Data
- Linear regression with censored data
- Nonparametric Estimation of a Survivorship Function with Doubly Censored Data
- A generalized two-sample Wilcoxon test for doubly censored data
- On Weak Convergence of Stochastic Processes with Multidimensional Time Parameter
- Robust Statistics
- Second order Hadamard differentiability in statistical applications.
This page was built for publication: Regression \(M\)-estimators with non-i.i.d. doubly censored data.
