Projection-based and cross-validated estimation in high-dimensional Cox model

Zhang, HX; Huang, J; Sun, LQ

Zhang, HX (corresponding author), Tianjin Univ, Ctr Appl Math, Tianjin 300072, Peoples R China.

SCANDINAVIAN JOURNAL OF STATISTICS, ; ():

Abstract

We propose a projection-based cross-validation method for estimating a low-dimensional parameter in the presence of a high-dimensional nuisance parame......

Full Text Link