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.
"A matrix-valued counting process with first-order interactive intensities." Ann. Appl. Probab. 7 (2) 494 - 507, May 1997. https://doi.org/10.1214/aoap/1034625341