Variable selection and structure identification for varying coefficient Cox models

DOI10.1016/j.jmva.2017.07.007zbMath1373.62157arXiv1607.05415OpenAlexW2476940219MaRDI QIDQ2404416

Ryota Yabe, Toshio Honda

Publication date: 18 September 2017

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

Full work available at URL: https://arxiv.org/abs/1607.05415

zbMATH Keywords

high-dimensional datagroup Lassocensored survival datasemi-varying coefficient modelB-spline basisstructured nonparametric regression model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Censored data models (62N01)

Related Items (6)

Simultaneous variable selection and structural identification for time‐varying coefficient models ⋮ Forward selection for feature screening and structure identification in varying coefficient models ⋮ Unnamed Item ⋮ Time-varying Hazards Model for Incorporating Irregularly Measured, High-Dimensional Biomarkers ⋮ The de-biased group Lasso estimation for varying coefficient models ⋮ Adaptively weighted group Lasso for semiparametric quantile regression models

Uses Software

• grpreg

Cites Work

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