Empirical comparison between the Nelson-Aalen Estimator and the Naive Local Constant Estimator
Pérez-Marín, Ana M.
(Universitat de Barcelona)
||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).
||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.
||Tots els drets reservats
||article ; publishedVersion
Cumulative hazard function ;
Nelson-Aalen estimator ;
||SORT : statistics and operations research transactions, Vol. 32, Núm. 1 (January-June 2008) , p. 67-76, ISSN 1696-2281
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Record created 2012-07-20, last modified 2012-11-29