Empirical Likelihood for Censored Linear Regression and Variable Selection

DOI10.1111/sjos.12137zbMath1360.62483WikidataQ64946925 ScholiaQ64946925MaRDI QIDQ2949877

Gang Li, Cheng Yong Tang, Tong Tong Wu

Publication date: 5 October 2015

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

Full work available at URL: http://europepmc.org/articles/pmc6516784

zbMATH Keywords

variable selection; oracle property; accelerated failure time model; coordinate descent algorithm; linear regression model; Wilks' theorem; high-dimensional data analysis

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62G08: Nonparametric regression and quantile regression

62J05: Linear regression; mixed models

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

62N01: Censored data models

Uses Software

• emplik