Non-asymptotic oracle inequalities for the high-dimensional cox regression via lasso
From MaRDI portal
Publication:5413243
DOI10.5705/ss.2012.240zbMath1416.62404arXiv1204.1992OpenAlexW2963604437WikidataQ29011590 ScholiaQ29011590MaRDI QIDQ5413243
Publication date: 29 April 2014
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1204.1992
Related Items
On an extension of the promotion time cure model ⋮ An additive Cox model for coronary heart disease study ⋮ Adaptive kernel estimation of the baseline function in the Cox model with high-dimensional covariates ⋮ Oracle inequalities for the Lasso in the high-dimensional Aalen multiplicative intensity model ⋮ Feature selection of ultrahigh-dimensional covariates with survival outcomes: a selective review ⋮ On the sign consistency of the Lasso for the high-dimensional Cox model ⋮ Variable selection and structure identification for varying coefficient Cox models ⋮ Statistical inference for Cox proportional hazards models with a diverging number of covariates ⋮ Binacox: automatic cut‐point detection in high‐dimensional Cox model with applications in genetics ⋮ Greedy Variable Selection for High-Dimensional Cox Models ⋮ Debiased lasso for generalized linear models with a diverging number of covariates ⋮ Debiased Lasso for stratified Cox models with application to the national kidney transplant data ⋮ Unnamed Item ⋮ Forward regression for Cox models with high-dimensional covariates ⋮ Flexible and Interpretable Models for Survival Data ⋮ Concentration Inequalities for Statistical Inference ⋮ Oracle inequalities for weighted group Lasso in high-dimensional misspecified Cox models ⋮ A sequential feature selection procedure for high-dimensional Cox proportional hazards model ⋮ Structured estimation for the nonparametric Cox model
