Regularization for Cox's proportional hazards model with NP-dimensionality

DOI10.1214/11-AOS911zbMath1246.62202arXiv1010.5233OpenAlexW1989453064WikidataQ29300479 ScholiaQ29300479MaRDI QIDQ449987

Jiancheng Jiang, Jelena Bradic, Jianqing Fan

Publication date: 3 September 2012

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.5233

zbMATH Keywords

large deviationshazard rateLASSOSCADoracle properties

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Censored data models (62N01) Medical applications (general) (92C50) Martingales with continuous parameter (60G44) Large deviations (60F10) Estimation in survival analysis and censored data (62N02)

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Uses Software

• glmnet

Cites Work

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