Oracle inequalities for weighted group Lasso in high-dimensional misspecified Cox models
DOI10.1186/s13660-020-02517-3zbMath1503.62080OpenAlexW3109262213MaRDI QIDQ2069598
Ting Yan, Yijun Xiao, Yuanyuan Zhang, Hui-Ming Zhang
Publication date: 20 January 2022
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13660-020-02517-3
partial likelihoodproportional hazard modeltime-dependent dataoracle inequalitiessuprema of empirical processesweighted group Lasso
Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Estimation in survival analysis and censored data (62N02)
Uses Software
Cites Work
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