Variance estimation of the Buckley–James estimator under discrete assumptions
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Publication:3019803
DOI10.1080/00949650903421085zbMath1221.62031OpenAlexW2122473206MaRDI QIDQ3019803
Fan Hui Kong, Yishi Wang, Cuixian Chen
Publication date: 29 July 2011
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949650903421085
Cites Work
- Estimation in a linear regression model with censored data
- Estimating regression parameters using linear rank tests for censored data
- Large sample theory of a modified Buckley-James estimator for regression analysis with censored data
- A large sample study of rank estimation for censored regression data
- Linear regression with censored data
- Linear rank tests with right censored data
- Rank-based inference for the accelerated failure time model
- On least-squares regression with censored data
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