The l_q consistency of the Dantzig selector for Cox's proportional hazards model

DOI10.1016/J.JSPI.2016.09.004zbMATH Open1356.62183arXiv1605.04059OpenAlexW2963210067MaRDI QIDQ337696FDOQ337696

Yoichi Nishiyama, Kou Fujimori

Publication date: 10 November 2016

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Abstract: The Dantzig selector for the proportional hazards model proposed by D.R. Cox is studied in a high-dimensional and sparse setting. We prove the $l_q$ consistency for all $qgeq1$ of some estimators based on the compatibility factor, the weak cone invertibility factor, and the restricted eigenvalue for certain deterministic matrix which approximates the Hessian matrix of log partial likelihood. Our matrix conditions for these three factors are weaker than those of previous researches.

Full work available at URL: https://arxiv.org/abs/1605.04059

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zbMATH Keywords

consistencyproportional hazards modelDantzig selector

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Estimation in survival analysis and censored data (62N02)

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Cited In (3)

• The variable selection by the Dantzig selector for Cox's proportional hazards model
• The Dantzig Selector in Cox's Proportional Hazards Model
• The Dantzig Selector for Diffusion Processes with Covariates

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