Adaptive kernel estimation of the baseline function in the Cox model with high-dimensional covariates

DOI10.1016/j.jmva.2016.03.002zbMath1335.62077arXiv1507.01397OpenAlexW2217099769MaRDI QIDQ276984

Marie-Luce Taupin, Sarah Lemler, Agathe Guilloux

Publication date: 4 May 2016

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.01397

zbMATH Keywords

kernel estimationsemiparametric modelsurvival analysiscounting processconditional hazard rate functionGoldenshluger and Lepski methodnon-asymptotic oracle inequality

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Censored data models (62N01) Estimation in survival analysis and censored data (62N02)

Related Items (6)

Neural networks to predict survival from RNA-seq data in oncology ⋮ Variable selection and structure identification for varying coefficient Cox models ⋮ Bayesian multiscale analysis of the Cox model ⋮ Cluster validity indices for mixture hazards regression models ⋮ Non-parametric Poisson regression from independent and weakly dependent observations by model selection ⋮ Local bandwidth selection for kernel density estimation in a bifurcating Markov chain model

Uses Software

• bootlib

Cites Work

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• A Simple Method for Estimating Interactions Between a Treatment and a Large Number of Covariates
• Adaptive Warped Kernel Estimators
• Non-asymptotic oracle inequalities for the high-dimensional cox regression via lasso
• Statistical models based on counting processes

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