Publisher's Synopsis
We study the basic nonparametric statistical methods of survival analysis using the tools of counting processes, martingale theory, and stochastic integration, introduced by O. O. Aalen. Covered are: the two-sample tests of Gehan and of Efron, the two sample log rank test of Mantel and others; and the Kaplan Meier estimator. Asymptotic normality under a wide range of censoring mechanisms is obtained using the martingale central limit theorem.