Hazard function estimation from homogeneous right censored data with missing censoring indicators

The kernel smoothed Nelson–Aalen estimator has been well investigated, but is unsuitable when some of the censoring indicators are missing. A representation introduced by Dikta, however, facilitates hazard estimation when there are missing censoring indicators. In this article, we investigate (i) a kernel smoothed semiparametric hazard estimator and (ii) a kernel smoothed “pre-smoothed” Nelson–Aalen estimator. We derive the asymptotic normality of the proposed estimators and compare their asymptotic variances.