A heuristic generalization of smith's buckley james variance estimator

DOI10.1080/03610919408813201zbMath0825.62049OpenAlexW1552142052MaRDI QIDQ4844119

Stephen L. Hillis

Publication date: 20 August 1995

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919408813201

zbMATH Keywords

linear regressioncensored datavariance estimationBuckley-James estimator

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

Added variable plots for linear regression with censored data ⋮ Renovating interval-censored responses

Cites Work

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• Estimation in a linear regression model with censored data
• Estimating regression parameters using linear rank tests for censored data
• Influence functions for censored data
• Large sample theory of a modified Buckley-James estimator for regression analysis with censored data
• On estimating equations with censored data
• ASYMPTOTIC PROPERTIES OF LINEAR REGRESSION ESTIMATORS UNDER A FIXED CENSORSHIP MODEL
• Linear regression with censored data
• Regression with censored data
• Linear Regression Analysis for Multivariate Failure Time Observations
• A Comparison of Three Buckley-James Variance Estimators

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