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

Título inglés	Empirical comparison between the Nelson-Aalen Estimator and the Naive Local Constant Estimator.
Autor/es	Pérez-Marín, Ana María
Revista	1696-2281
Publicación	2008,32 (1): 67-76
Tipo de documento	articulo
Idioma	Inglés
Resumen inglés	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.
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