Assume that the counting processes have intensity processes of the form where the Yi(t) are at risk indicators. This is a special case of the additive regression model (4.55), and we may use (4.59)...

Assume that the counting processes

have intensity processes of the form

where the Yi(t) are at risk indicators. This is a special case of the additive regression model (4.55), and we may use (4.59) to estimate

Show that

is the Nelson-Aalen estimator.