Data-driven ridge regression for Aalen's additive risk model

DOI10.1016/j.spl.2015.11.010zbMath1416.62565OpenAlexW2183582252MaRDI QIDQ899662

Dongsheng Tu, Audrey Boruvka, Glen K. Takahara

Publication date: 30 December 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.11.010

zbMATH Keywords

survival analysisridge regressionmean square errorevent history dataL-curveadditive risk model

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Reliability and life testing (62N05)

Uses Software

• timereg
• addreg

Cites Work

• Unnamed Item
• The additive hazards model with high-dimensional regressors
• Nonparametric inference for a family of counting processes
• The additive nonparametric and semiparametric Aalen model as the rate function for a counting process
• Weak convergence and empirical processes. With applications to statistics
• Dynamic regression models for survival data.
• Dynamic Analysis of Multivariate Failure Time Data
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
• Analysis of Discrete Ill-Posed Problems by Means of the L-Curve
• On ridge estimation in rank deficient models
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Statistical models based on counting processes

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