Adjusted regularized estimation in the accelerated failure time model with high dimensional covariates

DOI10.1016/J.JMVA.2013.07.011zbMath1349.62481OpenAlexW1975753311MaRDI QIDQ391867

Hao Chai, Jian-Wei Hu

Publication date: 13 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.07.011

zbMATH Keywords

high-dimensional dataaccelerated failure time modelleast absolute shrinkage and selection operatorminimax concave penalty

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Estimation in survival analysis and censored data (62N02) Reliability and life testing (62N05)

Related Items (8)

\(\ell_0\)-regularized high-dimensional accelerated failure time model ⋮ Bayesian penalized Buckley-James method for high dimensional bivariate censored regression models ⋮ The Jackknife estimate of covariance of two Kaplan–Meier integrals with covariables ⋮ Weighted least squares model averaging for accelerated failure time models ⋮ -Penalized Pairwise Difference Estimation for a High-Dimensional Censored Regression Model ⋮ Parameter estimation of partial linear model under monotonicity constraints with censored data ⋮ Reproducible learning for accelerated failure time models via deep knockoffs ⋮ Rank-based sequential feature selection for high-dimensional accelerated failure time models with main and interaction effects

Uses Software

• glmnet
• sparsenet

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