Lima, A. C. Pedroso De et K. Sen, Pranab, A matrix-valued counting process with first-order interactive intensities, Annals of applied probability , 7(2), 1997, pp. 494-507
A matrix-valued counting process that allows for modeling of multivariate failure-time data is presented. the inclusion of covariates in a Cox-type regression model is considered, and asymptotic properties of the estimates of regression parameters appearing in the model are studied.