Efficient estimation in the accelerated failure time model under cross sectional sampling
Abstract
Consider estimation of the regression parameter in the accelerated failure time model, when data are obtained by cross sectional sampling. It is shown that it is possible under regularity of the model to construct an efficient estimator of the unknown Euclidean regression parameter if the distribution of the covariate vector is known and also if it is unknown with vanishing mean.
0
Turn this paper into a full lesson
ArcXiv compiles a staged curriculum from this paper: 8-12 lessons across beginner → advanced, synthesised section guides, visuals, flashcards, a quiz, exercises, and on-demand deep dives per section. Grounded in the abstract, never invented.