Monotone Estimating Equations for Censored Data

The monotone class rank-test-based estimating equations for regression models with right censored data is considered. We introduce an estimator which is a solution of a monotone estimating equation that is an extension of the Gehan test. The estimator is easy to derive, √ n-consistent and asymptotically normal under minimal conditions. All monotone estimating equations are characterized, and a simulation study, which shows that our suggested procedure performs well, is included.