Cox's proportional hazards model with a high-dimensional and sparse regression parameter
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Publication:6293152
arXiv1710.10416MaRDI QIDQ6293152FDOQ6293152
Publication date: 28 October 2017
Abstract: This paper deals with the proportional hazards model proposed by D. R. Cox in a high-dimensional and sparse setting for a regression parameter. To estimate the regression parameter, the Dantzig selector is applied. The variable selection consistency of the Dantzig selector for the model will be proved. This property enables us to reduce the dimension of the parameter and to construct asymptotically normal estimators for the regression parameter and the cumulative baseline hazard function.
Estimation in survival analysis and censored data (62N02) Estimation in multivariate analysis (62H12)
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