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.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
