Hierarchically Penalized Cox Regression with Grouped Variables. Wang, S., Nan, B., Zhou, N., & Zhu, J. Biometrika, 96(2):307-322, 2009.
bibtex   
@article{wan09hie,
  title = {Hierarchically Penalized {{Cox}} Regression with Grouped Variables},
  volume = {96},
  number = {2},
  journal = {Biometrika},
  author = {Wang, S. and Nan, B. and Zhou, N. and Zhu, J.},
  year = {2009},
  keywords = {lasso,shrinkage,cox-model,oracle-property,group-variable-selection,grouped-lasso,microarray,regularization},
  pages = {307-322},
  citeulike-article-id = {13265773},
  posted-at = {2014-07-14 14:10:03},
  priority = {0}
}

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