Pérez-Marín, Ana María Empirical comparison between the Nelson-Aalen estimator and the naive local constant estimator. (English) Zbl 1184.62167 SORT 32, No. 1, 67-76 (2008). 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 Keywords:cumulative hazard function; efficiency; Nelson-Aalen estimator; survival analysis Citations:Zbl 1142.62080 Software:ESTIMA PDFBibTeX XMLCite \textit{A. M. Pérez-Marín}, SORT 32, No. 1, 67--76 (2008; Zbl 1184.62167) Full Text: EuDML Link