Empirical comparison between the Nelson-Aalen Estimator and the Naive Local Constant Estimator
Pérez-Marín, Ana M. (Universitat de Barcelona)

Data:	2008
Resum:	The Nelson-Aalen estimator is widely used in biostatistics as a non-parametric 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 (Guillén, Nielsen and P´erez-Marín, 2007).
Resum:	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. In this paper the efficiency performance of these two estimators when applied to real survival data are compared. Our results suggest that the efficiency improvement introduced by the naive local constant estimator is highly remarkable for all distribution quantiles, especially for low quantiles.
Drets:	Tots els drets reservats
Llengua:	Anglès
Forma:	article ; publishedVersion
Matèria:	Cumulative hazard function ; Efficiency ; Nelson-Aalen estimator ; Survival analysis
Publicat a:	SORT : statistics and operations research transactions, Vol. 32, Núm. 1 (January-June 2008) , p. 67-76, ISSN 1696-2281

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