The proportional hazards model proposed by D. R. Cox in a high-dimensional and sparse setting is discussed. The regression parameter is estimated by the Dantzig selector, which will be proved to have the variable selection consistency. This fact enables us to reduce the dimension of the parameter and to construct asymptotically normal estimators for the regression parameter and the cumulative baseline hazard function.

中文翻译：

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Cox 比例风险模型的 Dantzig 选择器的变量选择

讨论了 DR Cox 在高维和稀疏设置中提出的比例风险模型。回归参数由 Dantzig 选择器估计，将证明具有变量选择的一致性。这一事实使我们能够减少参数的维数，并为回归参数和累积基线危险函数构建渐近正态估计量。