Global optimal model selection for high-dimensional survival analysis
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Publication:3390347
DOI10.1080/00949655.2021.1954183OpenAlexW3183226908MaRDI QIDQ3390347FDOQ3390347
Authors: Guotao Chu, Gyuhyeong Goh 
Publication date: 24 March 2022
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2021.1954183
Boltzmann distributionhigh-dimensional variable selectiongeneralized information criterionCox proportional hazard model
Cites Work
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- Estimating the dimension of a model
- The Adaptive Lasso and Its Oracle Properties
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- A new look at the statistical model identification
- Optimization by simulated annealing
- Regularization and Variable Selection Via the Elastic Net
- \(L_{1}\) penalized estimation in the Cox proportional hazards model
- Extended BIC for small-\(n\)-large-\(P\) sparse GLM
- Regularization parameter selections via generalized information criterion
- A note on the generalized information criterion for choice of a model
- Equation of state calculations by fast computing machines
- Consistent model selection criteria on high dimensions
- Bayesian Information Criterion for Censored Survival Models
- Extended Bayesian information criterion in the Cox model with a high-dimensional feature space
- Adaptive Lasso for Cox's proportional hazards model
- Consistent model selection criteria for quadratically supported risks
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