“…Common choices of include the Kaplan‐Meier (KM) transformation, which scales the horizontal axis by the left‐continuous version of the KM survival curve, the identity function, and the natural logarithm function. Formulation is rather general, as many tests fall within this framework for different choices of (see, eg, Xue and Schifano, ). Writing in matrix notation yields where is a diagonal matrix with the j th diagonal element being , and .…”