Article ID: | iaor201112547 |
Volume: | 38 |
Issue: | 2 |
Start Page Number: | 252 |
End Page Number: | 267 |
Publication Date: | Jun 2011 |
Journal: | Scandinavian Journal of Statistics |
Authors: | Yu Menggang |
Keywords: | statistics: decision, statistics: inference |
The Buckley–James estimator (BJE) is a well-known estimator for linear regression models with censored data. Ritov has generalized the BJE to a semiparametric setting and demonstrated that his class of Buckley–James type estimators is asymptotically equivalent to the class of rank-based estimators proposed by Tsiatis. In this article, we revisit such relationship in censored data with covariates missing by design. By exploring a similar relationship between our proposed class of Buckley–James type estimating functions to the class of rank-based estimating functions recently generalized by Nan, Kalbfleisch and Yu, we establish asymptotic properties of our proposed estimators. We also conduct numerical studies to compare asymptotic efficiencies from various estimators.