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Per Kragh Andersen, , Richard Gill, Niels Keiding, Linear Nonparametric Tests for Comparison of Counting Processes, with Applications to Censored Survival Data, Correspondent Paper, International Statistical Review / Revue Internationale de Statistique, Vol. 50, No. 3 (Dec., 1982), pp. 219-244
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Andersen et al. (1982) studied this question.
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