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Non-Asymptotic Oracle Inequalities for the High-Dimensional Cox Regression via Lasso

We consider finite sample properties of the regularized high-dimensional Cox regression via lasso. Existing literature focuses on linear models or generalized linear models with Lipschitz loss functions, where the empirical risk functions are the summations of independent and identically distributed...

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Detalles Bibliográficos
Main Authors: Kong, Shengchun, Nan, Bin
Formato: Artigo
Idioma:Inglês
Publicado: 2014
Assuntos:
Acceso en liña:https://ncbi.nlm.nih.gov/pmc/articles/PMC3916829/
https://ncbi.nlm.nih.gov/pubmed/24516328
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.5705/ss.2012.240
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