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Simulations on the Theil-Sen regression estimator with right-censored data

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  • Wilcox, Rand R.

Abstract

This note compares the small-sample efficiency of the extended Theil-Sen estimator to the modified Buckley-James estimator when the predictor is random. Included are situations where the error term is heteroscedastic. In terms of their standard errors, the extended Theil-Sen estimator is found to offer a substantial advantage in various situations, while the modified Buckley-James estimator never offers an advantage when there is 20% or 50% censoring.

Suggested Citation

  • Wilcox, Rand R., 1998. "Simulations on the Theil-Sen regression estimator with right-censored data," Statistics & Probability Letters, Elsevier, vol. 39(1), pages 43-47, July.
    • Handle: RePEc:eee:stapro:v:39:y:1998:i:1:p:43-47
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    Cited by:

    1. ERİLLİ, Necati Alp, 2021. "Use of Trimean in Theil-Sen Regression Analysis," Bulletin of Economic Theory and Analysis, BETA Journals, vol. 6(1), pages 15-26, June.
    2. Tolga Zaman & Kamil Alakuş, 2016. "Some Robust Estimation Methods and Their Applications," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 3(2), pages 73-82, December.
    3. Paul D Pickell & Nicholas C Coops & Sarah E Gergel & David W Andison & Peter L Marshall, 2016. "Evolution of Canada’s Boreal Forest Spatial Patterns as Seen from Space," PLOS ONE, Public Library of Science, vol. 11(7), pages 1-20, July.

    More about this item

    Keywords

    Buckley-James estimator Bootstrap;

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