High-dimensional additive hazards models and the lasso
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Publication:1950827
DOI10.1214/12-EJS681zbMath1274.62655arXiv1106.4662OpenAlexW2014738419WikidataQ98839738 ScholiaQ98839738MaRDI QIDQ1950827
Agathe Guilloux, Stéphane Gaïffas
Publication date: 28 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1106.4662
survival analysiscensored datacounting processesLassohigh-dimensional covariatesAalen additive modeldata-driven Bernstein's inequality
Estimation in multivariate analysis (62H12) Estimation in survival analysis and censored data (62N02)
Related Items (14)
Oracle inequalities for the Lasso in the high-dimensional Aalen multiplicative intensity model ⋮ Concentration inequalities, counting processes and adaptive statistics ⋮ Limit theorems and inequalities via martingale methods ⋮ Oracle inequalities for the lasso in the Cox model ⋮ Tests for Coefficients in High-dimensional Additive Hazard Models ⋮ ESTIMATION OF A HIGH-DIMENSIONAL COUNTING PROCESS WITHOUT PENALTY FOR HIGH-FREQUENCY EVENTS ⋮ Treatment Effect Estimation Under Additive Hazards Models With High-Dimensional Confounding ⋮ ESTIMATION FOR THE PREDICTION OF POINT PROCESSES WITH MANY COVARIATES ⋮ Concentration inequalities for matrix martingales in continuous time ⋮ Oracle inequalities for the Lasso in the additive hazards model with interval-censored data ⋮ Inference under Fine-Gray competing risks model with high-dimensional covariates ⋮ Sparse space-time models: concentration inequalities and Lasso ⋮ Structured estimation for the nonparametric Cox model ⋮ Lasso and probabilistic inequalities for multivariate point processes
Uses Software
Cites Work
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