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

研究成果: Article

抄録

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

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Cox Proportional Hazards Model
Selector
Hazards
Partial Likelihood
Hessian matrix
Proportional Hazards Model
Invertibility
Compatibility
Cones
High-dimensional
Cone
Eigenvalue
Estimator
Factors
Cox proportional hazards model

ASJC Scopus subject areas

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

これを引用

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