= Solution
In the <Cox proportional-hazards model>, replace the number at risk in the <Nelson–Aalen estimator> by the sum of relative hazards:
$$
W_\beta(u)=\sum_jY_j(u)e^{\beta z_j}.
$$
The total event <counting process> has conditional rate $W_\beta(u)h_0(u)$, so the estimated <baseline hazard> increment is $dN(u)/W_{\widehat\beta}(u)$. Integrating gives the <Breslow estimator>
$$
\boxed{\widehat H_0(t)=\sum_{i:x_i\leq t}\frac{v_i}{\sum_{j:x_j\geq x_i}e^{\widehat\beta z_j}}.}
$$
When $\widehat\beta=0$, all relative hazards are 1 and this reduces to the <Nelson–Aalen estimator>. The denominator is positive at each observed event time.
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