Empirical comparison between the Nelson-Aalen Estimator and the Naive Local Constant Estimator.

Pérez-Marín, Ana María. "Empirical comparison between the Nelson-Aalen Estimator and the Naive Local Constant Estimator.." SORT 32.1 (2008): 67-76. <http://eudml.org/doc/42041>.

@article{Pérez2008,
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.},
author = {Pérez-Marín, Ana María},
journal = {SORT},
keywords = {cumulative hazard function; efficiency; Nelson-Aalen estimator; survival analysis},
language = {eng},
number = {1},
pages = {67-76},
title = {Empirical comparison between the Nelson-Aalen Estimator and the Naive Local Constant Estimator.},
url = {http://eudml.org/doc/42041},
volume = {32},
year = {2008},
}

TY - JOUR
AU - Pérez-Marín, Ana María
TI - Empirical comparison between the Nelson-Aalen Estimator and the Naive Local Constant Estimator.
JO - SORT
PY - 2008
VL - 32
IS - 1
SP - 67
EP - 76
AB - 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.
LA - eng
KW - cumulative hazard function; efficiency; Nelson-Aalen estimator; survival analysis
UR - http://eudml.org/doc/42041
ER -