Nelson–Aalen variance estimator
= Nelson–Aalen variance estimator
{c}
{title2=$\widehat V(t)=\sum_{a_j\leq t}Y_j^{-2}$}
For untied events at $a_j$ with predictable <risk set> size $Y_j$, the estimated predictable variation of the <Nelson–Aalen estimator> is $\sum_{a_j\leq t}Y_j^{-2}$. It comes from the martingale event increment variance $Y\,dH$ and the estimator increment $dN/Y$. It applies on the range with individuals at risk; it is not an exact finite-sample unbiasedness statement.