Asymptotic behavior of Cox's partial likelihood and its application to variable selection

DOI10.5705/SS.202016.0401MaRDI QIDQ4558610zbMATH OpenOpenAlexWikidataFDO

Authors Jian-Jian Ren, Guangren Yang, Ye Yu, Runze Li

Publication date 22 November 2018

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc6168090

zbMATH Keywords

Akaike information criterionBayesian information criterionLasso penalized partial likelihoodscadvariable selection

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Censored data models (62N01) Estimation in survival analysis and censored data (62N02)

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Cited in

(3)

• Penalized full likelihood approach to variable selection for Cox's regression model under nested case-control sampling
• scientific article; zbMATH DE number 4126540 (Why is no real title available?)
• A geometric optimally of Cox's partial likelihood

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