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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Dettagli Bibliografici
Autori principali: Yijun Xiao, Ting Yan, Huiming Zhang, Yuanyuan Zhang
Natura: Articolo
Lingua:English
Pubblicazione: SpringerOpen 2020-11-01
Serie:Journal of Inequalities and Applications
Soggetti:
Proportional hazard model
Partial likelihood
Time-dependent data
Weighted group Lasso
Oracle inequalities
Suprema of empirical processes
Accesso online:https://doi.org/10.1186/s13660-020-02517-3

Accesso online

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

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