Oracle inequalities for weighted group Lasso in high-dimensional misspecified Cox models

DOI10.1186/S13660-020-02517-3zbMath1503.62080OpenAlexW3109262213MaRDI QIDQ2069598

Ting Yan, Yijun Xiao, Yuanyuan Zhang, Hui-Ming Zhang

Publication date: 20 January 2022

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-020-02517-3

zbMATH Keywords

partial likelihoodproportional hazard modeltime-dependent dataoracle inequalitiessuprema of empirical processesweighted group Lasso

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Estimation in survival analysis and censored data (62N02)

Uses Software

• KEGG

Cites Work

• Unnamed Item
• Unnamed Item
• Oracle inequalities for the Lasso in the high-dimensional Aalen multiplicative intensity model
• Oracle inequalities for the lasso in the Cox model
• Cox's regression model for counting processes: A large sample study
• Oracle inequalities and optimal inference under group sparsity
• The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality
• Sharper bounds for Gaussian and empirical processes
• Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization
• Asymptotics for Lasso-type estimators.
• Variable selection for Cox's proportional hazards model and frailty model
• Weak convergence and empirical processes. With applications to statistics
• \(\ell _{1}\)-regularized linear regression: persistence and oracle inequalities
• Compound Poisson point processes, concentration and oracle inequalities
• High-dimensional generalized linear models incorporating graphical structure among predictors
• Simultaneous analysis of Lasso and Dantzig selector
• Variable selection in Cox regression models with varying coefficients
• Tail bounds for the supremums of empirical processes over unbounded classes of functions
• Model Selection for Cox Models with Time-Varying Coefficients
• Oracle Inequalities for a Group Lasso Procedure Applied to Generalized Linear Models in High Dimension
• Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
• Simultaneous Estimation and Variable Selection for Interval-Censored Data With Broken Adaptive Ridge Regression
• Hierarchically penalized Cox regression with grouped variables
• Misspecified proportional hazard models
• Partial likelihood
• High-Dimensional Statistics
• Non-asymptotic oracle inequalities for the high-dimensional cox regression via lasso
• Model Selection and Estimation in Regression with Grouped Variables
• Adaptive Lasso for Cox's proportional hazards model
• Statistical models based on counting processes

This page was built for publication: Oracle inequalities for weighted group Lasso in high-dimensional misspecified Cox models