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math.ST2017
Cox's proportional hazards model with a high-dimensional and sparse regression parameter
Kou Fujimori
This paper deals with the proportional hazards model proposed by D. R. Cox in a high-dimensional and sparse setting for a regression parameter. To estimate the regression parameter…
math.ST2017
The Dantzig selector for a linear model of diffusion processes
Kou Fujimori
In this paper, a linear model of diffusion processes with unknown drift and diagonal diffusion matrices is discussed. We will consider the estimation problems for unknown parameter…