Oracle inequalities for weighted group lasso in high-dimensional misspecified Cox models

Oracle inequalities for weighted group lasso in high-dimensional misspecified Cox models

Abstract We study the nonasymptotic properties of a general norm penalized estimator, which include Lasso, weighted Lasso, and group Lasso as special cases, for sparse high-dimensional misspecified Cox models with time-dependent covariates. Under suitable conditions on the true regression coefficien...

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Bibliographic Details
Main Authors: Yijun Xiao, Ting Yan, Huiming Zhang, Yuanyuan Zhang
Format: Article
Language:English
Published: SpringerOpen 2020-11-01
Series:Journal of Inequalities and Applications
Subjects:
Proportional hazard model
Partial likelihood
Time-dependent data
Weighted group Lasso
Oracle inequalities
Suprema of empirical processes
Online Access:https://doi.org/10.1186/s13660-020-02517-3

Internet

https://doi.org/10.1186/s13660-020-02517-3

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