@article{JMLR:v21:19-829,
  author  = {Baihua He and Yanyan Liu and Yuanshan Wu and Guosheng Yin and Xingqiu Zhao},
  title   = {Functional Martingale Residual Process for High-Dimensional Cox Regression with Model Averaging},
  journal = {Journal of Machine Learning Research},
  year    = {2020},
  volume  = {21},
  number  = {207},
  pages   = {1--37},
  url     = {http://jmlr.org/papers/v21/19-829.html}
}