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Extending M-estimation to include censored data via james's method
Journal article   Peer reviewed

Extending M-estimation to include censored data via james's method

Stephen L. Hillis
Communications in statistics. Simulation and computation, Vol.20(1), pp.121-128
01/01/1991
DOI: 10.1080/03610919108812943

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Abstract

We investigate extending M-estimation of location to include censored data via the general method suggested by James .In a simulation study the behavior of the M-estimators for censored data is simile to their behavior for uncensored data when censoring in the right tail is minimal; however, ..he censoring in the right tail increases, the bias of the estimators increases and M-estimators that are robust for uncensored data, such as the Huber, lose their robust properties
censored data location-scale model M-estimation robust estimation

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