Var2:
Compute the estimate of the covariance of the test statistic in test gLRT2
Description
The function computes the estimate of the covariance of the test statistics of the test proposed by Sun, Zhao, and Zhao (2005).
References
J. Sun, Q. Zhao, and X. Zhao (2005), "Generalized Log-rank Test for Interval-Censored Data", Scandinavian Journal of Statistics, 32: 45-57.