Covariate Selection for the Semiparametric Additive Risk Model

DOI10.1111/j.1467-9469.2009.00650.xzbMath1224.62104MaRDI QIDQ3077760

Thomas H. Scheike, Torben Martinussen

Publication date: 22 February 2011

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

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2009.00650.x

zbMATH Keywords

asymptotic distributions; censored data; adaptive Lasso estimate; Bridge estimator

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J07: Ridge regression; shrinkage estimators (Lasso)

62E20: Asymptotic distribution theory in statistics

62N02: Estimation in survival analysis and censored data

Related Items

High-Dimensional Sparse Additive Hazards Regression, Monitoring the parameter vector of regression models with time-to-event response in phase II processes, Penalised empirical likelihood for the additive hazards model with high-dimensional data, An overview of techniques for linking high‐dimensional molecular data to time‐to‐event endpoints by risk prediction models, More efficient estimators for marginal additive hazards model in case-cohort studies with multiple outcomes, Oracle inequalities for the Lasso in the high-dimensional Aalen multiplicative intensity model, A regularized variable selection procedure in additive hazards model with stratified case-cohort design, High-dimensional additive hazards models and the lasso, Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters, Bi-selection in the high-dimensional additive hazards regression model, Penalized generalized empirical likelihood with a diverging number of general estimating equations for censored data, Hierarchically penalized additive hazards model with diverging number of parameters, Variable selection in the additive rate model for recurrent event data, Penalized empirical likelihood inference for sparse additive hazards regression with a diverging number of covariates, Tests for Coefficients in High-dimensional Additive Hazard Models, The Dantzig Selector in Cox's Proportional Hazards Model

Uses Software

• LASSO

Cites Work

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• Adaptive Lasso for Cox's proportional hazards model
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