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

zbMATH Open1392.62221MaRDI QIDQ4601259FDOQ4601259

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

Publication date: 12 January 2018

Recommendations

• Oracle inequalities for the Lasso in the additive hazards model with interval-censored data
• High-dimensional additive hazards models and the lasso
• 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
• Oracle inequalities for the lasso in the Cox model

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)

Cited In (9)

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

This page was built for publication: Oracle inequalities and selection consistency for weighted Lasso in high-dimensional additive hazards model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4601259)