Intervalles de confiance pour les estimations des courbes de survie à partir du modèle de Cox
Page 1
J. O'Quigley (1984)
Revue de Statistique Appliquée
Pierre Alquier (2008)
Annales de l'I.H.P. Probabilités et statistiques
This paper presents a new algorithm to perform regression estimation, in both the inductive and transductive setting. The estimator is defined as a linear combination of functions in a given dictionary. Coefficients of the combinations are computed sequentially using projection on some simple sets. These sets are defined as confidence regions provided by a deviation (PAC) inequality on an estimator in one-dimensional models. We prove that every projection the algorithm actually improves the performance...
Page 1