LASSO and shrinkage estimation in Weibull censored regression models

DOI10.1016/j.jspi.2011.12.027zbMath1242.62075OpenAlexW2032900910MaRDI QIDQ434515

Kjell A. Doksum, Shakhawat Hossain, S. Ejaz Ahmed

Publication date: 16 July 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.12.027

zbMATH Keywords

asymptotic distributional riskadaptive shrinkage estimatorscandidate subspaceStein estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic distribution theory in statistics (62E20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Censored data models (62N01) Monte Carlo methods (65C05)

Related Items (16)

Bayesian penalized Buckley-James method for high dimensional bivariate censored regression models ⋮ Liu-type shrinkage estimations in linear models ⋮ Pretest and shrinkage estimation strategies in accelerated failure time model ⋮ The reciprocal Bayesian bridge for left-censored data ⋮ Penalty and related estimation strategies in the spatial error model ⋮ Shrinkage estimation of the exponentiated Weibull regression model for time‐to‐event data ⋮ An efficient estimation approach to joint modeling of longitudinal and survival data ⋮ Generalized log-logistic proportional hazard model: a non-penalty shrinkage approach ⋮ Shrinkage estimation in lognormal regression model for censored data ⋮ Shrinkage, pretest, and penalty estimators in generalized linear models ⋮ Penalized and Shrinkage Estimation in the Cox Proportional Hazards Model ⋮ Shrinkage estimation in linear mixed models for longitudinal data ⋮ Shrinkage and Penalty Estimators of a Poisson Regression Model ⋮ Shrinkage and penalized estimators in weighted least absolute deviations regression models ⋮ Model selection and parameter estimation of a multinomial logistic regression model ⋮ Application of shrinkage estimation in linear regression models with autoregressive errors

Uses Software

• bootlib

Cites Work

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