High-Dimensional Cox Models: The Choice of Penalty as Part of the Model Building Process

DOI10.1002/bimj.200900064zbMath1442.62257WikidataQ45054121 ScholiaQ45054121MaRDI QIDQ2786152

Ulrich Mansmann, Axel Benner, Manuela Zucknick, Thomas Hielscher, Carina Ittrich

Publication date: 21 September 2010

Published in: Biometrical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/bimj.200900064

zbMATH Keywords

model selection; survival analysis; high dimensions; predictive accuracy; penalized proportional hazards

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62J07: Ridge regression; shrinkage estimators (Lasso)

62P10: Applications of statistics to biology and medical sciences; meta analysis

62N02: Estimation in survival analysis and censored data

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Uses Software

• penalized
• uniCox

Cites Work

• Unnamed Item
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• Regularization and Variable Selection Via the Elastic Net
• Adaptive Lasso for Cox's proportional hazards model
• Prediction by Supervised Principal Components