The Theil-Sen estimator of the slope parameter in simple linear regression is extended to data with both the response and the covariate subject to censoring. Based on inverting a suitable version of Kendall's $ au$ statistic, this estimator requires weak assumptions and is simple to compute, and a simple estimate of its asymptotic variance is… Continue reading The Theil-Sen Estimator With Doubly Censored Data and Applications to Astronomy