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

Date: 2008
Abstract: 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 Pérez-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.
Rights: Aquest document està subjecte a una llicència d'ús Creative Commons. Es permet la reproducció total o parcial i la comunicació pública de l'obra, sempre que no sigui amb finalitats comercials, i sempre que es reconegui l'autoria de l'obra original. No es permet la creació d'obres derivades. Creative Commons
Language: Anglès.
Document: article ; recerca ; publishedVersion
Subject: Cumulative hazard function ; Efficiency ; Nelson-Aalen estimator ; Survival analysis
Published in: SORT : statistics and operations research transactions, Vol. 32, Núm. 1 (January-June 2008) , p. 67-76, ISSN 1696-2281

Adreça original: https://www.raco.cat/index.php/SORT/article/view/144063


10 p, 535.4 KB

The record appears in these collections:
Articles > Published articles > SORT
Articles > Research articles

 Record created 2012-07-20, last modified 2018-11-24



   Favorit i Compartir