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The Cox proportional hazards model (Cox model) is a popular model for survival data analysis. When the sample size is small relative to the dimension of the model, the standard maximum partial likelihood inference is often problematic. In…

Methodology · Statistics 2024-12-17 Weihao Li , Dongming Huang

The Cox proportional hazards model is widely used in survival analysis to model time-to-event data. However, it faces significant computational challenges in the era of large-scale data, particularly when dealing with time-dependent…

Methodology · Statistics 2025-01-14 Miaomiao Su , Ruoyu Wang

Variable selection problem for the nonlinear Cox regression model is considered. In survival analysis, one main objective is to identify the covariates that are associated with the risk of experiencing the event of interest. The Cox…

Machine Learning · Statistics 2022-11-18 Kexuan Li

This work proposes new inference methods for a regression coefficient of interest in a (heterogeneous) quantile regression model. We consider a high-dimensional model where the number of regressors potentially exceeds the sample size but a…

Statistics Theory · Mathematics 2017-10-05 Alexandre Belloni , Victor Chernozhukov , Kengo Kato

We consider the sparse estimation for stochastic processes with possibly infinite-dimensional nuisance parameters, by using the Dantzig selector which is a sparse estimation method similar to $Z$-estimation. When a consistent estimator for…

Statistics Theory · Mathematics 2026-02-24 Kou Fujimori , Koji Tsukuda

A class of estimating functions is introduced for the regression parameter of the Cox proportional hazards model to allow unknown failure statuses on some study subjects. The consistency and asymptotic normality of the resulting estimators…

Statistics Theory · Mathematics 2007-08-22 Irene Gijbels , Danyu Lin , Zhiliang Ying

The Dantzig selector for a special parametric model of diffusion processes is studied in this paper. In our model, the diffusion coefficient is given as the exponential of the linear combination of other processes which are regarded as…

Statistics Theory · Mathematics 2016-12-01 Kou Fujimori , Yoichi Nishiyama

For statistical inference on regression models with a diverging number of covariates, the existing literature typically makes sparsity assumptions on the inverse of the Fisher information matrix. Such assumptions, however, are often…

Methodology · Statistics 2021-06-08 Lu Xia , Bin Nan , Yi Li

The penalized Cox proportional hazard model is a popular analytical approach for survival data with a large number of covariates. Such problems are especially challenging when covariates vary over follow-up time (i.e., the covariates are…

Methodology · Statistics 2021-06-10 Steve Cygu , Jonathan Dushoff , Benjamin M. Bolker

In biometrics and related fields, the Cox proportional hazards model are widely used to analyze with covariate adjustment. However, when some covariates are not observed, an unbiased estimator usually cannot be obtained. Even if there are…

Methodology · Statistics 2022-06-06 Shunichiro Orihara

To successfully work on variable selection, sparse model structure has become a basic assumption for all existing methods. However, this assumption is questionable as it is hard to hold in most of cases and none of existing methods may…

Methodology · Statistics 2011-12-06 Lu Lin , Lixing Zhu , Yujie Gai

Semi-parametric survival analysis methods like the Cox Proportional Hazards (CPH) regression (Cox, 1972) are a popular approach for survival analysis. These methods involve fitting of the log-proportional hazard as a function of the…

Machine Learning · Computer Science 2019-05-16 Chirag Nagpal , Rohan Sangave , Amit Chahar , Parth Shah , Artur Dubrawski , Bhiksha Raj

We consider a class of semiparametric regression models which are one-parameter extensions of the Cox [J. Roy. Statist. Soc. Ser. B 34 (1972) 187-220] model for right-censored univariate failure times. These models assume that the hazard…

Statistics Theory · Mathematics 2007-06-13 Michael R. Kosorok , Bee Leng Lee , Jason P. Fine

Although the Cox proportional hazards model is well established and extensively used in the analysis of survival data, the proportional hazards (PH) assumption may not always hold in practical scenarios. The class of semiparametric…

Methodology · Statistics 2025-10-21 Junkai Yin , Yue Zhang , Zhangsheng Yu

Because of the advance in technologies, modern statistical studies often encounter linear models with the number of explanatory variables much larger than the sample size. Estimation and variable selection in these high-dimensional problems…

Statistics Theory · Mathematics 2012-06-06 Jun Shao , Xinwei Deng

Although a majority of the theoretical literature in high-dimensional statistics has focused on settings which involve fully-observed data, settings with missing values and corruptions are common in practice. We consider the problems of…

Machine Learning · Statistics 2017-11-06 Yining Wang , Jialei Wang , Sivaraman Balakrishnan , Aarti Singh

The Cox proportional hazards model is ubiquitous in the analysis of time-to-event data. However, when the data dimension p is comparable to the sample size $N$, maximum likelihood estimates for its regression parameters are known to be…

Methodology · Statistics 2020-01-08 M Sheikh , A. C. C. Coolen

The purpose of this paper is to construct confidence intervals for the regression coefficients in high-dimensional Cox proportional hazards regression models where the number of covariates may be larger than the sample size. Our debiased…

Methodology · Statistics 2018-03-06 Yi Yu , Jelena Bradic , Richard J. Samworth

We describe a new approach to estimating relative risks in time-to-event prediction problems with censored data in a fully parametric manner. Our approach does not require making strong assumptions of constant proportional hazard of the…

Machine Learning · Computer Science 2021-06-10 Chirag Nagpal , Xinyu Rachel Li , Artur Dubrawski

We address the problem of survival regression modelling with multivariate responses and nonlinear covariate effects. Our model extends the proportional hazards model by introducing several weakly-parametric elements: the marginal baseline…

Methodology · Statistics 2025-10-16 Na Lei , Mark A. Wolters , Wenqing He