Weighted least squares method for censored linear models
DOI10.1080/10485250902795636zbMath1172.62008OpenAlexW2067393664MaRDI QIDQ3182733
Publication date: 16 October 2009
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485250902795636
random censoringheteroscedasticityweighted least squaresaccelerated failure time modelsynthetic data
Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Censored data models (62N01) Monte Carlo methods (65C05) Estimation in survival analysis and censored data (62N02)
Related Items (2)
Cites Work
- Unnamed Item
- Unnamed Item
- Estimating regression parameters using linear rank tests for censored data
- Functional laws of the iterated logarithm for the product-limit estimator of a distribution function under random censorship or truncation
- Regression analysis with randomly right-censored data
- Asymptotic normality of the `synthetic data' regression estimator for censored survival data
- Linear regression with censoring
- On using stratification in the analysis of linear regression models with right censoring
- Asymptotic normality of a class of adaptive statistics with applications to synthetic data methods for censored regression
- On the rate of uniform convergence of the product-limit estimator: Strong and weak laws
- Linear Models, Random Censoring and Synthetic Data
- Linear regression with censored data
- M-estimation in censored linear models
- Efficient estimation of conditional variance functions in stochastic regression
- Censored Regression: Local Linear Approximations and Their Applications
- Rank-based inference for the accelerated failure time model
- On least-squares regression with censored data
This page was built for publication: Weighted least squares method for censored linear models