A matrix-valued counting process with first-order interactive intensities (Q1364400)

We propose a model to handle multivariate failure-time data when our main interest is to consider situations where one is concerned with the effect of covariates on the multiple endpoint regression, and, hence, our goal is to draw statistical conclusions for such regression parameters in the model. In this context, \textit{J. Cai} and \textit{R. L. Prentice} [Biometrika 82, No. 1, 151-164 (1995; Zbl 0823.62084)] consider a marginal model approach with adjustment for covariates of the marginal estimates. Our proposed model makes use of interactions in the joint distribution instead of adjustments by the covariance estimation suggested by them.