On Nelson–Aalen type estimation in the partial Koziol–Green model

Abstract

In this paper, a Nelson–Aalen (NA) type estimator is derived and its sample properties are compared with the partial Abdushukurov–Cheng–Lin (PACL), generalized maximum likelihood (GMLE), and Kaplan–Meier (KM) estimators under the partial Koziol–Green model. These comparisons are made through Monto Carlo simulations under various sample sizes. The results indicate that the NA estimator always performs better than the KM estimator and is competitive with other estimators. Moreover, the PACL, GMLE, and NA estimators are shown to be asymptotically equivalent.

Keywords:

• Koziol–Green model
• partially informative censoring
• partial Abdushukurov–Cheng–Lin estimator
• generalized maximum likelihood estimator
• Nelson–Aalen type estimator

Mathematical Subject Classification :

• 62N01
• 62G05
• 62G20