GUILLEN, MONTSERRAT; NIELSEN, JENS P.; PEREZ-MARIN, ANA M. - In: Scandinavian Journal of Statistics 34 (2007) 2, pp. 419-431
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...