The Nelson–Aalen estimator is a non-parametric estimator of the cumulative hazard rate function in case of censored data or incomplete data.
[1] It is used in survival theory, reliability engineering and life insurance to estimate the cumulative number of expected events.
An "event" can be the failure of a non-repairable component, the death of a human being, or any occurrence for which the experimental unit remains in the "failed" state (e.g., death) from the point at which it changed on.
[2] The curvature of the Nelson–Aalen estimator gives an idea of the hazard rate shape.
[3] It was constructed by Wayne Nelson and Odd Aalen.