Oracle inequalities for the Lasso in the high-dimensional Aalen multiplicative intensity model (Q297474)
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scientific article; zbMATH DE number 6598358
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| English | Oracle inequalities for the Lasso in the high-dimensional Aalen multiplicative intensity model |
scientific article; zbMATH DE number 6598358 |
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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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0.8572715520858765
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0.8521152138710022
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0.8425772190093994
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0.8316740393638611
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