Art

J-GLOBAL ID：201702214773869738   Reference number：17A0957770

THE DANTZIG SELECTOR FOR DIFFUSION PROCESSES WITH COVARIATES

共変量をもつ拡散過程に対するDantzig選択基準

Author (2)： FUJIMORI Kou (Waseda Univ., Tokyo, JPN) ,  NISHIYAMA Yoichi (Waseda Univ., Tokyo, JPN)
Material： Journal of the Japan Statistical Society  (J Jpn Stat Soc)
Volume： 47  Issue： 1  Page： 59-73  Publication year： Jun. 2017 
JST Material Number： L7007A  ISSN： 1882-2754  Document type： Article
Article type： 原著論文  Country of issue： Japan (JPN)  Language： ENGLISH (EN)

Thesaurus term： *statistical analysis ,  *diffusion process ,  *selection criterion ,  stochastic model ,  diffusion coefficient ,  method ,  integrity
Semi thesaurus term： *Dantzig selector ,  parametric model ,  *covariate ,  estimation method

JST classification (1)： Statistics  (AB08000H)

Reference (15)：

• (1) Antoniadis, A., Fryzlewicz, P. and Letué, F. (2010). The Dantzig selector in Cox's proportional hazards model, Scand. J. Stat., 37(4), 531-552.
• (2) Bradic, J., Fan, J. and Jiang, J. (2011). Regularization for Cox's proportional hazards model with NP-dimensionality, Ann. Statist., 39(6), 3092-3120.
• (3) Candés, E. and Tao, T. (2007). The Dantzig selector: Statistical estimation when p is much larger than n, Ann. Statist., 35(6), 2313-2351.
• (4) Fan, J. and Li, R. (2002). Variable selection for Cox's proportional hazards model and frailty model, Ann. Statist., 30(1), 74-99.
• (5) Freedman, D. A. (1975). On tail probability for martingales, Ann. Probab., 3(1), 100-118.

Terms in the title (3)： 共変量 ,  拡散過程 ,  選択基準