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Testing and confidence intervals for high dimensional proportional hazards models

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  • Ethan X. Fang
  • Yang Ning
  • Han Liu

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  • Ethan X. Fang & Yang Ning & Han Liu, 2017. "Testing and confidence intervals for high dimensional proportional hazards models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(5), pages 1415-1437, November.
    • Handle: RePEc:bla:jorssb:v:79:y:2017:i:5:p:1415-1437
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    References listed on IDEAS

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    1. Alexandre Belloni & Victor Chernozhukov & Ying Wei, 2016. "Post-Selection Inference for Generalized Linear Models With Many Controls," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(4), pages 606-619, October.
    2. Zhao, Sihai Dave & Li, Yi, 2012. "Principled sure independence screening for Cox models with ultra-high-dimensional covariates," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 397-411.
    3. S. Wang & B. Nan & N. Zhu & J. Zhu, 2009. "Hierarchically penalized Cox regression with grouped variables," Biometrika, Biometrika Trust, vol. 96(2), pages 307-322.
    4. Ping-Shou Zhong & Tao Hu & Jun Li, 2015. "Tests for Coefficients in High-dimensional Additive Hazard Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 42(3), pages 649-664, September.
    5. Jianwen Cai & Jianqing Fan & Runze Li & Haibo Zhou, 2005. "Variable selection for multivariate failure time data," Biometrika, Biometrika Trust, vol. 92(2), pages 303-316, June.
    6. Cun-Hui Zhang & Stephanie S. Zhang, 2014. "Confidence intervals for low dimensional parameters in high dimensional linear models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 76(1), pages 217-242, January.
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    Cited by:

    1. Haixiang Zhang & Jian Huang & Liuquan Sun, 2022. "Projection‐based and cross‐validated estimation in high‐dimensional Cox model," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(1), pages 353-372, March.
    2. Kelly Van Lancker & Oliver Dukes & Stijn Vansteelandt, 2023. "Ensuring valid inference for Cox hazard ratios after variable selection," Biometrics, The International Biometric Society, vol. 79(4), pages 3096-3110, December.
    3. Xiaobo Wang & Jiayu Huang & Guosheng Yin & Jian Huang & Yuanshan Wu, 2023. "Double bias correction for high-dimensional sparse additive hazards regression with covariate measurement errors," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 29(1), pages 115-141, January.
    4. Lv, Shaogao & You, Mengying & Lin, Huazhen & Lian, Heng & Huang, Jian, 2018. "On the sign consistency of the Lasso for the high-dimensional Cox model," Journal of Multivariate Analysis, Elsevier, vol. 167(C), pages 79-96.
    5. Lu Xia & Bin Nan & Yi Li, 2023. "Debiased lasso for generalized linear models with a diverging number of covariates," Biometrics, The International Biometric Society, vol. 79(1), pages 344-357, March.

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