Variable selection and structure identification for varying coefficient Cox models

DOI10.1016/j.jmva.2017.07.007zbMath1373.62157arXiv1607.05415OpenAlexW2476940219MaRDI QIDQ2404416

Ryota Yabe, Toshio Honda

Publication date: 18 September 2017

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.05415

zbMATH Keywords

high-dimensional datagroup Lassocensored survival datasemi-varying coefficient modelB-spline basisstructured nonparametric regression model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Censored data models (62N01)

Related Items

Simultaneous variable selection and structural identification for time‐varying coefficient models, Forward selection for feature screening and structure identification in varying coefficient models, Unnamed Item, Time-varying Hazards Model for Incorporating Irregularly Measured, High-Dimensional Biomarkers, The de-biased group Lasso estimation for varying coefficient models, Adaptively weighted group Lasso for semiparametric quantile regression models

Uses Software

• grpreg

Cites Work

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