Small Sample Relative Performance of the Spline Smooth Survival Estimator

The spline smooth survival estimator of Klotz is compared by simulation with the Kaplan-Meier product limit estimator and the empirical Bayes estimator of Van Ryzin, Susarla, and Rai. Using integrated mean square error, the spline smooth estimator is seen to perform better than the Kaplan-Meier estimator for a variety of distributions and censoring percentages. The comparison with the estimator of Van Ryzin Susarla and Rai is less clear and is sometimes better and sometimes worse.