Estimating regression parameters using linear rank tests for censored data. (English) Zbl 0701.62051

Tsiatis, Anastasios A.

Ann. Stat. 18, No. 1, 354-372 (1990).

Summary: A class of estimates for regression parameters in a linear model with right censored data is proposed. These estimates are derived by using linear rank tests for right censored data as estimating equations. They are shown to be consistent and asymptotically normal with covariance matrix for which estimates are proposed. Efficient estimates within this class are derived together with conditions when they are fully efficient.

MSC:

62G05	Nonparametric estimation
62J05	Linear regression; mixed models
62G20	Asymptotic properties of nonparametric inference

Keywords:

counting processes; martingales; asymptotic normality; efficiency; asymptotic linearity; multiple covariates; right censored data; linear rank tests