High‐dimensional robust inference for Cox regression models using desparsified Lasso

DOI10.1111/sjos.12543zbMath1473.62250arXiv1811.00535OpenAlexW3170682469MaRDI QIDQ5152181

Shengchun Kong, Zhuqing Yu, Guang Cheng, Xianyang Zhang

Publication date: 17 September 2021

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.00535

zbMATH Keywords

partial likelihoodCox regressionrobust inferencehigh dimensiondebiased Lasso

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric robustness (62G35)

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