M-ESTIMATION IN CENSORED LINEAR-MODELS

被引：45

作者：

ZHOU, M

机构：

来源：

BIOMETRIKA | 1992年 / 79卷 / 04期

关键词：

ASYMPTOTIC NORMALITY; CENSORED DATA; LINEAR MODEL; M-ESTIMATOR;

D O I：

10.2307/2337240

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

We propose a method of obtaining an M-estimator in a linear model when the responses are subject to right censoring. The central limit theorem for the estimator using squared error loss, i.e. least squares, is derived using counting process martingale techniques. The estimation method is applied to the Stanford heart transplant data for illustration.

引用

页码：837 / 841

页数：5

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