The \(l_q\) consistency of the Dantzig selector for Cox's proportional hazards model

DOI10.1016/J.JSPI.2016.09.004zbMath1356.62183arXiv1605.04059OpenAlexW2963210067MaRDI QIDQ337696

Yoichi Nishiyama, Kou Fujimori

Publication date: 10 November 2016

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.04059

zbMATH Keywords

consistencyproportional hazards modelDantzig selector

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Estimation in survival analysis and censored data (62N02)

Related Items (2)

The variable selection by the Dantzig selector for Cox's proportional hazards model ⋮ The Dantzig Selector for Diffusion Processes with Covariates

Cites Work

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• Cox's regression model for counting processes: A large sample study
• Variable selection for Cox's proportional hazards model and frailty model
• Exponential inequalities for martingales, with application to maximum likelihood estimation for counting processes
• Weak convergence and empirical processes. With applications to statistics
• On the conditions used to prove oracle results for the Lasso
• Simultaneous analysis of Lasso and Dantzig selector
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• The Dantzig Selector in Cox's Proportional Hazards Model

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