Oracle inequalities for the Lasso in the high-dimensional Aalen multiplicative intensity model

DOI10.1214/14-AIHP662zbMath1342.62158arXiv1206.5628OpenAlexW1551377060MaRDI QIDQ297474

Sarah Lemler

Publication date: 27 June 2016

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.5628

zbMATH Keywords

semiparametric modelsurvival analysisnonparametric modelright-censored dataLassohigh-dimensional covariatesnon-asymptotic oracle inequalitiesintensityCox proportional hazards modelempirical Bernstein's inequality

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Inequalities; stochastic orderings (60E15) Nonparametric estimation (62G05) Estimation in survival analysis and censored data (62N02)

Related Items (4)

Oracle inequalities for the Lasso in the high-dimensional Aalen multiplicative intensity model ⋮ Variable selection and structure identification for varying coefficient Cox models ⋮ Inference under Fine-Gray competing risks model with high-dimensional covariates ⋮ Oracle inequalities for weighted group Lasso in high-dimensional misspecified Cox models

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