Observable asymptotics of regularized Cox regression models with standard Gaussian designs: a statistical mechanics approach
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DOI: 10.1088/1751-8121/adb8ad
Abstract: We study the asymptotic behaviour of the regularized maximum partial likelihood estimator (RMPLE) in the proportional limit, considering an arbitrary convex regularizer and assuming that the covariates Xi∈Rp follow a multivariate Gaussian law with covariance… read more here.
Keywords: cox amp; asymptotics regularized; observable asymptotics; regularized cox ... See more keywords