High-dimensional additive hazards models and the lasso
From MaRDI portal
Publication:1950827
DOI10.1214/12-EJS681zbMath1274.62655arXiv1106.4662WikidataQ98839738 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 analysis; censored data; counting processes; Lasso; high-dimensional covariates; Aalen additive model; data-driven Bernstein's inequality
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ESTIMATION FOR THE PREDICTION OF POINT PROCESSES WITH MANY COVARIATES, Oracle inequalities for the Lasso in the additive hazards model with interval-censored data, ESTIMATION OF A HIGH-DIMENSIONAL COUNTING PROCESS WITHOUT PENALTY FOR HIGH-FREQUENCY EVENTS, Treatment Effect Estimation Under Additive Hazards Models With High-Dimensional Confounding, Oracle inequalities for the Lasso in the high-dimensional Aalen multiplicative intensity model, Oracle inequalities for the lasso in the Cox model, Concentration inequalities for matrix martingales in continuous time, 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, Tests for Coefficients in High-dimensional Additive Hazard Models, Concentration inequalities, counting processes and adaptive statistics, Limit theorems and inequalities via martingale methods
Uses Software
Cites Work
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