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

DOI10.1016/J.JMVA.2018.04.005zbMATH Open1395.62309OpenAlexW2799962551MaRDI QIDQ1661333FDOQ1661333

Heng Lian, Mengying You, Jian Huang, Huazhen Lin, 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

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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)

Cites Work

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• High-Dimensional Sparse Additive Hazards Regression
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Cited In (2)

• Elastic-net Regularized High-dimensional Negative Binomial Regression: Consistency and Weak Signal Detection
• A penalized estimation for the Cox model with ordinal multinomial covariates

Uses Software

• PDCO

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