Oracle inequalities for the Lasso in the high-dimensional Aalen multiplicative intensity model (Q297474)

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Oracle inequalities for the Lasso in the high-dimensional Aalen multiplicative intensity model
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    Oracle inequalities for the Lasso in the high-dimensional Aalen multiplicative intensity model (English)
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    27 June 2016
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    survival analysis
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    right-censored data
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    intensity
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    Cox proportional hazards model
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    semiparametric model
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    nonparametric model
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    high-dimensional covariates
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    Lasso
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    non-asymptotic oracle inequalities
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    empirical Bernstein's inequality
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