The variable selection by the Dantzig selector for Cox's proportional hazards model

DOI10.1007/s10463-021-00807-1OpenAlexW3198358947MaRDI QIDQ2135519

Kou Fujimori

Publication date: 9 May 2022

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-021-00807-1

zbMATH Keywords

proportional hazards modelvariable selectionDantzig selectorthe Breslow estimator

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Gene-environment interaction analysis under the Cox model

Uses Software

• glmnet
• curatedOvarianData

Cites Work

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• Asymtotics of Dantzig selector for a general single-index model
• The \(l_q\) consistency of the Dantzig selector for Cox's proportional hazards model
• Oracle inequalities for the lasso in the Cox model
• Regularization for Cox's proportional hazards model with NP-dimensionality
• Cox's regression model for counting processes: A large sample study
• Exponential inequalities for martingales, with application to maximum likelihood estimation for counting processes
• Weak convergence and empirical processes. With applications to statistics
• On the conditions used to prove oracle results for the Lasso
• The Dantzig selector for a linear model of diffusion processes
• Simultaneous analysis of Lasso and Dantzig selector
• Variable selection in Cox regression models with varying coefficients
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• The Dantzig Selector in Cox's Proportional Hazards Model

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