 Nelson–Aalen variance estimator

For untied events at $a_j$ with predictable risk set size $Y_j$, the estimated predictable variation of the Nelson–Aalen estimator is ${\sum }_{a_j\le t}{Y}_j^{-2}$. It comes from the martingale event increment variance $YdH$ and the estimator increment $dN/Y$. It applies on the range with individuals at risk; it is not an exact finite-sample unbiasedness statement.