On the sign consistency of the Lasso for the high-dimensional Cox model

DOI10.1016/J.JMVA.2018.04.005MaRDI QIDQ1661333zbMATH OpenOpenAlexFDO

Authors Mengying You, Huazhen Lin, Heng Lian, Jian Huang, Shao-Gao Lv

Publication date 16 August 2018

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2018.04.005

zbMATH Keywords

Lassoempirical processoracle propertysparse recoverymutual coherencehazard modelCox proportional

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in survival analysis and censored data (62N02) Ridge regression; shrinkage estimators (Lasso) (62J07)

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• Testing and Confidence Intervals for High Dimensional Proportional Hazards Models
• The sparsity and bias of the LASSO selection in high-dimensional linear regression
• Tuning parameter selection in high dimensional penalized likelihood
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Cited in

(5)

• Elastic-net Regularized High-dimensional Negative Binomial Regression: Consistency and Weak Signal Detection
• A penalized estimation for the Cox model with ordinal multinomial covariates
• \(L_{1}\) penalized estimation in the Cox proportional hazards model
• The \(l_q\) consistency of the Dantzig selector for Cox's proportional hazards model
• Integrating high-dimensional censored data under privacy constraints via localized computations

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Uses Software

• PDCO

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