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

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

Authors Kou Fujimori, Yoichi Nishiyama

Publication date 10 November 2016

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

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

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)

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.

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Cites work

• scientific article; zbMATH DE number 3385132 (Why is no real title available?)
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• Oracle inequalities for the lasso in the Cox model
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• The Dantzig Selector in Cox's Proportional Hazards Model
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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Cited in

(4)

• The Dantzig selector for diffusion processes with covariates
• On the sign consistency of the Lasso for the high-dimensional Cox model
• The variable selection by the Dantzig selector for Cox's proportional hazards model
• The Dantzig Selector in Cox's Proportional Hazards Model

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