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Title: Empirical comparison between the Nelson-Aalen and the Naive Local Constant estimator
Author: Pérez Marín, Ana María
Keywords: Teoria de l'estimació
Anàlisi de supervivència (Biometria)
Estimation theory
Survival analysis (Biometry)
Issue Date: 2008
Publisher: Institut d'Estadística de Catalunya
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 (Guill ´en, Nielsen and P´erez-Mar´ın, 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.
Note: Reproducció del document publicat a:
It is part of: Sort (Statistics and Operations Research Transactions), 2008, vol. 32, num. 1, p. 67-76
ISSN: 1696-2281
Appears in Collections:Articles publicats en revistes (Econometria, Estadística i Economia Aplicada)

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