The lq consistency of the Dantzig selector for Cox's proportional hazards model

Kou Fujimori, Yoichi Nishiyama

研究成果: Article

抜粋

The Dantzig selector for the proportional hazards model proposed by D.R. Cox is studied in a high-dimensional and sparse setting. We prove the lq consistency for all q∈[1,∞] of some estimators based on the compatibility factor, the weak cone invertibility factor, and the restricted eigenvalue for certain deterministic matrix which approximates the Hessian matrix of log partial likelihood. Our matrix conditions for these factors are weaker than those of previous researches.

元の言語English
ページ(範囲)62-70
ページ数9
ジャーナルJournal of Statistical Planning and Inference
181
DOI
出版物ステータスPublished - 2017 2 1

    フィンガープリント

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

これを引用