Multi-threshold accelerated failure time model
From MaRDI portal
Publication:1991672
Abstract: A two-stage procedure for simultaneously detecting multiple thresholds and achieving model selection in the segmented accelerate failure time (AFT) model is developed in this paper. In the first stage, we formulate the threshold problem as a group model selection problem so that a concave 2-norm group selection method can be applied. In the second stage, the thresholds are finalized via a refining method. We establish the strong consistency of the threshold estimates and regression coefficient estimates under some mild technical conditions. The proposed procedure performs satisfactorily in our extensive simulation studies. Its real world applicability is demonstrated via analyzing a follicular lymphoma data.
Recommendations
- Connecting threshold regression and accelerated failure time models
- Model pursuit and variable selection in the additive accelerated failure time model
- Robust accelerated failure time regression
- Using frailties in the accelerated failure time model
- ACCELERATED FAILURE TIME MODELS WITH NONLINEAR COVARIATES EFFECTS
Cites work
- scientific article; zbMATH DE number 3860238 (Why is no real title available?)
- scientific article; zbMATH DE number 4169866 (Why is no real title available?)
- scientific article; zbMATH DE number 1183926 (Why is no real title available?)
- scientific article; zbMATH DE number 3800808 (Why is no real title available?)
- scientific article; zbMATH DE number 1834429 (Why is no real title available?)
- A general method to the strong law of large numbers and its applications
- A large sample study of rank estimation for censored regression data
- A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models
- Accelerated failure time models for counting processes
- Bayesian analysis of isochores
- Consistent estimation under random censorship when covariables are present
- Estimating regression parameters using linear rank tests for censored data
- Estimation in a Cox regression model with a change-point according to a threshold in a covariate
- Generalization of an inequality of Kolmogorov
- Inference under right censoring for transformation models with a change-point based on a covariate threshold
- Likelihood ratio tests for a changepoint with survival data
- Linear rank tests with right censored data
- Linear regression with censored data
- Low-dimensional confounder adjustment and high-dimensional penalized estimation for survival analysis
- Multiple Change-Point Estimation With a Total Variation Penalty
- Nearly unbiased variable selection under minimax concave penalty
- Projection matrices, generalized inverse matrices, and singular value decomposition.
- Regularized Estimation in the Accelerated Failure Time Model with High-Dimensional Covariates
- Sample Splitting and Threshold Estimation
- Structural Break Estimation for Nonstationary Time Series Models
- The central limit theorem under random censorship
- Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(17)- Multithreshold change plane model: estimation theory and applications in subgroup identification
- Hybrid adaptive index model for binary response data
- On robust learning in the canonical change point problem under heavy tailed errors in finite and growing dimensions
- Accelerating mean time to failure computations
- Monitoring for a change point in a sequence of distributions
- Bootstrap Adjustment to Minimum p-Value Method for Predictive Classification
- Group structure detection for a high‐dimensional panel data model
- Random change point model with an application to the China household finance survey
- Renewable risk assessment of heterogeneous streaming time-to-event cohorts
- A model-based multithreshold method for subgroup identification
- Multiply robust subgroup analysis based on a single-index threshold linear marginal model for longitudinal data with dropouts
- Multi-threshold proportional hazards model and subgroup identification
- Multi-Threshold Structural Equation Model
- Subgroup analysis for longitudinal data based on a partial linear varying coefficient model with a change plane
- Segment regression model average with multiple threshold variables and multiple structural breaks
- Bootstrap adjusted predictive classification for identification of subgroups with differential treatment effects under generalized linear models
- New penalty in information criteria for the ARCH sequence with structural changes
This page was built for publication: Multi-threshold accelerated failure time model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1991672)
