论文信息 - Large Sample Theory of a Modified Buckley-James Estimator for Regression Analysis with Censored Data

Large Sample Theory of a Modified Buckley-James Estimator for Regression Analysis with Censored Data

this approach, we introduce herein a slight modification of the Buckley-James estimator to get around the difficulties caused by the instability at the upper tail of the associated Kaplan-Meier estimate of the underlying error distribution and show that the modified BuckleyJames estimator is consistent and asymptotically normal under certain regularity conditions. A simple formula for the asymptotic variance of the modified Buckley-James estimator is also derived and is used to study the asymptotic efficiency of the estimator. Extensions of these results to the multiple regression model are also given.

Zhiliang Ying | Tze Leung Lai | T. Lai | Z. Ying

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