Hints: Special case gives Nelson-Aalen

Find the design matrix \(\mathbf{X}(t)\) (what dimensions will this have with \(p=0\) covariates?) Will it ever not have full rank for \(t\) equal to some event time? Use this to calculate the right side of \((4.59)\). Remember that the risk indicators \(Y_i(t)\) take the value 0 or 1, so that \(Y_i(t)^2 = Y_i(t)\).