High-dimensional additive hazards models and the lasso

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

zbMATH Keywords

survival analysis; censored data; counting processes; Lasso; high-dimensional covariates; Aalen additive model; data-driven Bernstein's inequality

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62N02: Estimation in survival analysis and censored data

Related Items

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

• timereg

Cites Work

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