Mammen, Enno; Nielsen, Jens Perch - In: Biometrika 94 (2007) 4, pp. 873-892
Very often in survival analysis one has to study martingale integrals where the integrand is not predictable and where the counting process theory of martingales is not directly applicable, as for example in nonparametric and semiparametric applications where the integrand is based on a pilot...