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Empirical comparison between the Nelson-Aalen estimator and the naive local constant estimator. (English) Zbl 1184.62167

Summary: The Nelson-Aalen estimator is widely used in biostatistics as a nonparametric estimator of the cumulative hazard function based on a right censored sample. A number of alternative estimators can be mentioned, namely, the naive local constant estimator [M. Guillén, J. P. Nielsen and A. M. Pérez-Marín, Scand. J. Stat. 34, No. 2, 419–431 (2007; Zbl 1142.62080)] which provides improved bias versus variance properties compared to the traditional Nelson-Aalen estimator. Nevertheless, an empirical comparison of these two estimators has never been carried out.

MSC:

62N02 Estimation in survival analysis and censored data
62G05 Nonparametric estimation
65C60 Computational problems in statistics (MSC2010)
62N01 Censored data models

Citations:

Zbl 1142.62080

Software:

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