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Improving the Efficiency of the Nelson-Aalen Estimator: the Naive Local Constant Estimator

The Nelson-Aalen estimator is well known to be an asymptotically efficient estimator of the cumulative hazard function, see Andersen et al, (Statistical models based on counting processes, Springer-Verlag, New York, 1993) among many others. In this paper, we show that the efficiency of the... Full description

1st Person: GUILLEN, MONTSERRAT
Additional Persons: NIELSEN, JENS P.; PEREZ-MARIN, ANA M.
Source: in Scandinavian Journal of Statistics Vol. 34, No. 2 (2007), p. 419-431
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Type of Publication: Article
Language: English
Published: 2007
Online: Volltext
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