Variable selection in Cox regression models with varying coefficients

DOI10.1016/j.jspi.2013.12.002zbMath1432.62338OpenAlexW2107899607MaRDI QIDQ2437864

Toshio Honda, Wolfgang Karl Härdle

Publication date: 13 March 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2013.12.002

zbMATH Keywords

B-splineshigh-dimensional datasparsityadaptive group Lassooracle estimatorgroup SCAD\(L_2\) convergence rate

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Estimation in survival analysis and censored data (62N02)

Related Items

The variable selection by the Dantzig selector for Cox's proportional hazards model, Variable screening for varying coefficient models with ultrahigh-dimensional survival data, Variable selection and structure identification for varying coefficient Cox models, Stratified Cox models with time‐varying effects for national kidney transplant patients: A new blockwise steepest ascent method, Adaptive bridge estimator for Cox model with a diverging number of parameters, Unnamed Item, Time-varying Hazards Model for Incorporating Irregularly Measured, High-Dimensional Biomarkers, The de-biased group Lasso estimation for varying coefficient models, Oracle inequalities for weighted group Lasso in high-dimensional misspecified Cox models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Local partial-likelihood estimation for lifetime data
• The Adaptive Lasso and Its Oracle Properties
• Regularization for Cox's proportional hazards model with NP-dimensionality
• Statistics for high-dimensional data. Methods, theory and applications.
• Estimation and variable selection for generalized additive partial linear models
• Statistical methods with varying coefficient models
• Penalized variable selection procedure for Cox models with semiparametric relative risk
• Hazard models with varying coefficients for multivariate failure time data
• Shrinkage variable selection and estimation in proportional hazards models with additive structure and high dimensionality
• Projection estimation in multiple regression with application to functional ANOVA models
• Functional ANOVA modeling for proportional hazards regression.
• Nonconcave penalized likelihood with a diverging number of parameters.
• Efficient penalized estimating method in the partially varying-coefficient single-index model
• Variable selection in a partially linear proportional hazards model with a diverging dimensionality
• Efficient estimation for the Cox model with varying coefficients
• Model Selection for Cox Models with Time-Varying Coefficients
• Variable selection and estimation in high-dimensional varying-coefficient models
• The Dantzig Selector in Cox's Proportional Hazards Model
• Linear or Nonlinear? Automatic Structure Discovery for Partially Linear Models
• The Group Lasso for Logistic Regression
• Partially Linear Hazard Regression with Varying Coefficients for Multivariate Survival Data
• Hierarchically penalized Cox regression with grouped variables
• Local Linear Estimation for Time‐Dependent Coefficients in Cox's Regression Models
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• The L₂ Rate of Convergence for Event History Regression with Time‐dependent Covariates
• Estimation by polynomial splines with variable selection in additive Cox models
• Nonconcave Penalized Likelihood With NP-Dimensionality
• Model selection in nonparametric hazard regression
• Partially Linear Hazard Regression for Multivariate Survival Data
• Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements
• Model Selection and Estimation in Regression with Grouped Variables
• Adaptive Lasso for Cox's proportional hazards model
• Variable selection for multivariate failure time data
• On the Cox Model With Time-Varying Regression Coefficients