Cover Image

A Modern Theory for High-dimensional Cox Regression Models

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Ye, Hanxuan, Zhang, Xianyang, Zhou, Huijuan
Format:	Preprint
Published:	2022
Subjects:	Statistics Theory
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Kernel Two-Sample Tests in High Dimension: Interplay Between Moment Discrepancy and Dimension-and-Sample Orders
by: Yan, Jian, et al.
Published: (2021)

A General Framework for Multiple Testing via E-value Aggregation and Data-Dependent Weighting
by: Li, Guanxun, et al.
Published: (2023)

Finite- and Large- Sample Inference for Model and Coefficients in High-dimensional Linear Regression with Repro Samples
by: Wang, Peng, et al.
Published: (2022)

High-dimensional (Group) Adversarial Training in Linear Regression
by: Xie, Yiling, et al.
Published: (2024)

Bayesian Cramér-Rao Bound Estimation with Score-Based Models
by: Crafts, Evan Scope, et al.
Published: (2023)

Debiased Prediction Inference with Non-sparse Loadings in Misspecified High-dimensional Regression Models
by: Liang, Libin, et al.
Published: (2025)

On Ridge Estimation in High-dimensional Rotationally Sparse Linear Regression
by: Liang, Libin, et al.
Published: (2024)

Subgroup Discovery with the Cox Model
by: Izzo, Zachary, et al.
Published: (2025)

Nodewise Loreg: Nodewise $L_0$-penalized Regression for High-dimensional Sparse Precision Matrix Estimation
by: Shu, Hai, et al.
Published: (2024)

Bayesian High-dimensional Linear Regression with Sparse Projection-posterior
by: Pal, Samhita, et al.
Published: (2024)

Transfer Learning for High-dimensional Quantile Regression with Distribution Shift
by: Bai, Ruiqi, et al.
Published: (2024)

Statistical Inference in High-dimensional Poisson Regression with Applications to Mediation Analysis
by: Rakshit, Prabrisha, et al.
Published: (2024)

A Modern Theory of Cross-Validation through the Lens of Stability
by: Lei, Jing
Published: (2025)

Debiased Bayesian Inference for High-dimensional Regression Models
by: Chen, Qihui, et al.
Published: (2025)

Distance and Kernel-Based Measures for Global and Local Two-Sample Conditional Distribution Testing
by: Yan, Jian, et al.
Published: (2022)

Statistical Inference on High Dimensional Gaussian Graphical Regression Models
by: Meng, Xuran, et al.
Published: (2024)

Asymptotic Theory for Linear Functionals of Kernel Ridge Regression
by: Tuo, Rui, et al.
Published: (2024)

Partition-Insensitive Parallel ADMM Algorithm for High-dimensional Linear Models
by: Wu, Xiaofei, et al.
Published: (2023)

Likelihood confidence intervals for misspecified Cox models
by: Shao, Yongwu, et al.
Published: (2025)

The Asymptotic Properties of the Extreme Eigenvectors of High-dimensional Generalized Spiked Covariance Model
by: Pu, Zhangni, et al.
Published: (2024)

Robust Regression under Adversarial Contamination: Theory and Algorithms for the Welsch Estimator
by: Hammouda, Ilyes, et al.
Published: (2024)

Semiparametric fiducial inference for Cox models
by: Cui, Yifan, et al.
Published: (2024)

Almost Unbiased Liu Type Estimator in Bell Regression Model: Theory, Simulation and Application
by: Tanış, Caner, et al.
Published: (2025)

The High-Dimensional Asymptotics of Principal Component Regression
by: Green, Alden, et al.
Published: (2024)

ANOVA for High-dimensional Non-stationary Time Series
by: Zhang, Yunyi
Published: (2025)

Cox processes driven by transformed Gaussian processes on linear networks -- A review and new contributions
by: Møller, Jesper, et al.
Published: (2022)

Spectrum-Aware Debiasing: A Modern Inference Framework with Applications to Principal Components Regression
by: Li, Yufan, et al.
Published: (2023)

Deep Regression for Repeated Measurements
by: Yan, Shunxing, et al.
Published: (2023)

Meta-Learning with Generalized Ridge Regression: High-dimensional Asymptotics, Optimality and Hyper-covariance Estimation
by: Jin, Yanhao, et al.
Published: (2024)

A Generative High Quantile Homogeneity Test Using Bahadur Representation for Heteroskedastic High Quantile Regression of Tail Dependent Time Series
by: Zhang, Ting, et al.
Published: (2026)

Volatility and jump activity estimation in a stable Cox-Ingersoll-Ross model
by: Bayraktar, Elise, et al.
Published: (2024)

Multiple Testing under High-dimensional Dynamic Factor Model
by: Yang, Xinxin, et al.
Published: (2023)

Cox reduction and confidence sets of models: a theoretical elucidation
by: Lewis, R. M., et al.
Published: (2023)

Beyond Consistency: Inference for the Relative risk functional in Deep Nonparametric Cox Models
by: Ghosal, Sattwik, et al.
Published: (2026)

Uniform Consistency of Generalized Cross-Validation for Ridge Regression in High-Dimensional Misspecified Linear Models
by: Shinkyu, Akira
Published: (2026)

Covariance Regression with High-Dimensional Predictors
by: He, Yuheng, et al.
Published: (2024)

Communication-Efficient Distributed Estimation and Inference for Cox's Model
by: Bayle, Pierre, et al.
Published: (2023)

Online Quantile Regression
by: Shen, Yinan, et al.
Published: (2024)

Debiased Inference for High-Dimensional Regression Models Based on Profile M-Estimation
by: Wang, Yi, et al.
Published: (2025)

Dynamic Factor Analysis of High-dimensional Recurrent Events
by: Chen, Fangyi, et al.
Published: (2024)