An Empirical Comparison of Variable Selection Methods in Competing Risks Model

DOI10.1007/978-3-319-02499-8_2MaRDI QIDQ4561896zbMATH OpenOpenAlexFDO

Authors Alessandra Amendola, Marialuisa Restaino, Luca Sensini

Publication date 13 December 2018

Published in Mathematical and Statistical Methods for Actuarial Sciences and Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-02499-8_2

zbMATH Keywords

compete risk modeldistressed firmfinancial distressshrinkage methodvariable selection method

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to economics (62P20)

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• scientific article; zbMATH DE number 1833043
• Bayesian variable selection for a semi-competing risks model with three hazard functions

Cites work

• A hybrid genetic model for the prediction of corporate failure
• A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
• A Statistical View of Some Chemometrics Regression Tools
• Analysis of multivariate survival data
• Bayesian variable selection for proportional hazards models
• Bayesian Variable Selection Method for Censored Survival Data
• Competing risks as a multi-state model
• Estimating the dimension of a model
• Heuristics of instability and stabilization in model selection
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Least angle regression. (With discussion)
• Partial likelihood
• Regularization and Variable Selection Via the Elastic Net
• Statistical models based on counting processes
• The Dantzig Selector in Cox's Proportional Hazards Model
• Variable selection for Cox's proportional hazards model and frailty model
• Variable selection using MM algorithms
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(1)

• Variable selection in high-dimensional regression: a nonparametric procedure for business failure prediction

Describes a project that uses

Uses Software

• glmnet

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