Oracle inequalities for weighted group lasso in high-dimensional misspecified Cox models
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DOI: 10.1186/s13660-020-02517-3
Abstract: We study the nonasymptotic properties of a general norm penalized estimator, which include Lasso, weighted Lasso, and group Lasso as special cases, for sparse high-dimensional misspecified Cox models with time-dependent covariates. Under suitable conditions on… read more here.
Keywords: high dimensional; group; misspecified cox; group lasso ... See more keywords