Bi-selection in the high-dimensional additive hazards regression model

DOI10.1214/21-EJS1799OpenAlexW3121954934MaRDI QIDQ2044320

Wen Su, Li Liu, Xingqiu Zhao

Publication date: 9 August 2021

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/21-ejs1799

zbMATH Keywords

oracle propertyhigh dimensionadditive hazards modelcomposite penaltybreast cancer data setlocal coordinate descent algorithm

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Censored data models (62N01) Estimation in survival analysis and censored data (62N02) Reliability and life testing (62N05)

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Best subset selection with shrinkage: sparse additive hazards regression with the grouping effect

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