Oracle inequalities and selection consistency for weighted Lasso in high-dimensional additive hazards model

MaRDI QIDQ4601259zbMATH OpenFDO

Authors Yong Zhou, Jian Huang, Haixiang Zhang, Liuquan Sun

Publication date 12 January 2018

zbMATH Keywords

variable selectionsurvival analysissign consistencyhigh-dimensional covariatesoracle inequalitiesLasso estimatorhazards model

Mathematics Subject Classification ID

Reliability and life testing (62N05) Measures of association (correlation, canonical correlation, etc.) (62H20) Ridge regression; shrinkage estimators (Lasso) (62J07)

Recommendations

• Oracle inequalities for the Lasso in the additive hazards model with interval-censored data
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Cited in

(9)

• Best subset selection with shrinkage: sparse additive hazards regression with the grouping effect
• Bi-selection in the high-dimensional additive hazards regression model
• Oracle inequalities for the Lasso in the additive hazards model with interval-censored data
• Oracle inequalities for the lasso in the Cox model
• L₀-Regularized Learning for High-Dimensional Additive Hazards Regression
• Semiparametric estimation for the functional additive hazards model
• Oracle inequalities for the Lasso in the high-dimensional Aalen multiplicative intensity model
• Oracle inequalities for weighted group Lasso in high-dimensional misspecified Cox models
• High-dimensional additive hazards models and the lasso

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