The Presmoothed Nelson–Aalen Estimator in the Competing Risk Model

Abstract

A new estimator (the presmoothed one) of the hazard cumulative function in a competing risk model is introduced. Its asymptotic properties are proved. As soon as the censorship is not too heavy, numerical studies show its efficiency in terms of mean squarred errors, compared to the classic Nelson–Aalen estimator.

Key Words:

• Censored data
• Hazard function
• Kernel estimate
• Weibull model

Acknowledgments

Both authors thank Professor Noël Veraverbeke for his encouragement.