• Title/Summary/Keyword: Nelson-Aalen cumulative hazard estimator

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Bezier curve smoothing of cumulative hazard function estimators

  • Cha, Yongseb;Kim, Choongrak
    • Communications for Statistical Applications and Methods
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    • v.23 no.3
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    • pp.189-201
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    • 2016
  • In survival analysis, the Nelson-Aalen estimator and Peterson estimator are often used to estimate a cumulative hazard function in randomly right censored data. In this paper, we suggested the smoothing version of the cumulative hazard function estimators using a Bezier curve. We compare them with the existing estimators including a kernel smooth version of the Nelson-Aalen estimator and the Peterson estimator in the sense of mean integrated square error to show through numerical studies that the proposed estimators are better than existing ones. Further, we applied our method to the Cox regression where covariates are used as predictors and suggested a survival function estimation at a given covariate.

Comparison of Change-point Estimators in Hazard Rate Models

  • Kim, Jaehee
    • Communications for Statistical Applications and Methods
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    • v.9 no.3
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    • pp.753-763
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    • 2002
  • When there is one change-point in the hazard rate model, a change-point estimator with the partial score process is suggested and compared with the previously developed estimators. The limiting distribution of the partial score process we used is a function of the Brownian bridge. Simulation study gives the comparison of change-point estimators.

Comparison of parametric and nonparametric hazard change-point estimators (모수적과 비모수적 위험률 변화점 통계량 비교)

  • Kim, Jaehee;Lee, Sieun
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.5
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    • pp.1253-1262
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    • 2016
  • When there exists a change-point in hazard function, it should be estimated for exact parameter or hazard estimation. In this research, we compare the hazard change-point estimators. Matthews and Farewell (1982) parametric change-point estimator is based on the likelihood and Zhang et al. (2014) nonparametric estimator is based on the Nelson-Aalen cumulative hazard estimator. Simulation study is done for the data from exponential distribution with one hazard change-point. The simulated data generated without censoring and the data with right censoring are considered. As real data applications, the change-point estimates are computed for leukemia data and primary biliary cirrhosis data.

On the comparison of cumulative hazard functions

  • Park, Sangun;Ha, Seung Ah
    • Communications for Statistical Applications and Methods
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    • v.26 no.6
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    • pp.623-633
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    • 2019
  • This paper proposes two distance measures between two cumulative hazard functions that can be obtained by comparing their difference and ratio, respectively. Then we estimate the measures and present goodness of t test statistics. Since the proposed test statistics are expressed in terms of the cumulative hazard functions, we can easily give more weights on earlier (or later) departures in cumulative hazards if we like to place an emphasis on earlier (or later) departures. We also show that these test statistics present comparable performances with other well-known test statistics based on the empirical distribution function for an exponential null distribution. The proposed test statistic is an omnibus test which is applicable to other lots of distributions than an exponential distribution.