Adaptive Lasso Variable Selection for the Accelerated Failure Models

DOI10.1080/03610926.2010.513785zbMath1239.62129MaRDI QIDQ2892638

Xiaoguang Wang, Lixin Song

Publication date: 19 June 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2010.513785

zbMATH Keywords

BIC; weighted least squares; oracle property

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62J07: Ridge regression; shrinkage estimators (Lasso)

62N01: Censored data models

62N02: Estimation in survival analysis and censored data

62N05: Reliability and life testing

Related Items

Covariate selection for accelerated failure time data, Shrinkage estimation in lognormal regression model for censored data, Bayesian analysis of penalized quantile regression for longitudinal data, Bayesian penalized Buckley-James method for high dimensional bivariate censored regression models, Adaptive group bridge selection in the semiparametric accelerated failure time model, Perturbation bootstrap in adaptive Lasso, A fast algorithm for the accelerated failure time model with high-dimensional time-to-event data

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