×

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

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
PDF BibTeX XML Cite
Full Text: DOI