On the generalized maximum likelihood estimator of survival function under Koziol–Green model

In this paper, we derive the generalized maximum likelihood estimator (GMLE) of the survival function of a random variable for censored data under the Koziol–Green model. Its small sample properties are compared with those of Abdushukurov–Cheng–Lin (ACL), Kaplan–Meier, and Nelson–Aalen type estimators. The large sample analysis indicates that the GMLE, ACL, and Nelson–Aalen type estimators are asymptotically equivalent.