SCAD-penalized regression in additive partially linear proportional hazards models with an ultra-high-dimensional linear part

DOI10.1016/j.jmva.2013.12.002zbMath1359.62130OpenAlexW2006731698MaRDI QIDQ2637602

Jianbo Li, Xingyu Tang, Heng Lian

Publication date: 13 February 2014

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

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

zbMATH Keywords

cross-validationBayesian information criterion (BIC)SCADAkaike information criterion (AIC)extended Bayesian information criterion (EBIC)ultra-high dimensional regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Reliability and life testing (62N05)

Related Items (3)

Robust estimation and variable selection in censored partially linear additive models ⋮ Low-dimensional confounder adjustment and high-dimensional penalized estimation for survival analysis ⋮ Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters

Uses Software

• hgam

Cites Work

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