The lq consistency of the Dantzig selector for Cox’s proportional hazards model
نویسندگان
چکیده
منابع مشابه
The Dantzig Selector in Cox’s Proportional Hazards Model
The Dantzig Selector is a recent approach to estimation in high-dimensional linear regression models with a large number of explanatory variables and a relatively small number of observations. As in the least absolute shrinkage and selection operator (LASSO), this approach sets certain regression coefficients exactly to zero, thus performing variable selection. However, such a framework, contra...
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The Dantzig selector has received popularity for many applications such as compressed sensing and sparse modeling, thanks to its computational efficiency as a linear programming problem and its nice sampling properties. Existing results show that it can recover sparse signals mimicking the accuracy of the ideal procedure, up to a logarithmic factor of the dimensionality. Such a factor has been ...
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We consider the estimation of regression coefficients in a high-dimensional linear model. For regression coefficients in lr balls, we provide lower bounds for the minimax lq risk and minimax quantiles of the lq loss for all design matrices. Under an l0 sparsity condition on a target coefficient vector, we sharpen and unify existing oracle inequalities for the Lasso and Dantzig selector. We deri...
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ژورنال
عنوان ژورنال: Journal of Statistical Planning and Inference
سال: 2017
ISSN: 0378-3758
DOI: 10.1016/j.jspi.2016.09.004