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2008

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cc-by-nc-nd (c) Pérez Marín, Ana María, 2008
Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/111232

Empirical comparison between the Nelson-Aalen and the Naive Local Constant estimator

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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.

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Teoria de l'estimació, Anàlisi de supervivència (Biometria)

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Estimation theory, Survival analysis (Biometry)

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Articles publicats en revistes (Econometria, Estadística i Economia Aplicada)

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PÉREZ MARÍN, Ana María. Empirical comparison between the Nelson-Aalen and the Naive Local Constant estimator. Sort (Statistics and Operations Research Transactions). 2008. Vol. 32, num. 1, pags. 67-76. ISSN 1696-2281. [consulted: 9 of August of 2026]. Available at: https://hdl.handle.net/2445/111232

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