Estimation of a decreasing hazard of patients with acute coronary syndrome

The Kaplan–Meier, Nelson–Aalen and Breslow estimators are widely used in the analysis of right‐censored time to event data in medical applications. These methods are fully non‐parametric and do not put any restriction on the shape of the hazard curve. In some applications, this leads to implausible estimates of the hazard course over time. With non‐parametric shape‐constrained estimation techniques, one can facilitate an increasing or decreasing hazard and thus generate estimators that better match the biological reasoning, without being as restrictive as parametric methods. We illustrate the advantage of such techniques in the analysis of a large clinical trial in cardiology. Simulation results show that in case the true hazard is monotone, the non‐parametric shape‐constrained estimators are more accurate than the traditional estimators on the hazard level. On the (cumulative) distribution function level, the shape‐constrained estimators show similar performance as the traditional ones. Copyright © 2012 John Wiley & Sons, Ltd.