高次元Cox回帰モデルの統計的推測について, Statistical inferences on high-dimensional Cox regression models

敏雄 本田 and Toshio Honda

No 2022-01, Discussion Papers from Graduate School of Economics, Hitotsubashi University

Keywords: Lasso; SCAD; オラクル不等式; オラクル性; feature screening; sure screening property (search for similar items in EconPapers)
Pages: 15 pages
Date: 2022-03
New Economics Papers: this item is included in nep-ore
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