Adjusted regularized estimation in the accelerated failure time model with high dimensional covariates

DOI10.1016/j.jmva.2013.07.011zbMath1349.62481OpenAlexW1975753311MaRDI QIDQ391867

Hao Chai, Jian-Wei Hu

Publication date: 13 January 2014

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.07.011

zbMATH Keywords

high-dimensional dataaccelerated failure time modelleast absolute shrinkage and selection operatorminimax concave penalty

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Estimation in survival analysis and censored data (62N02) Reliability and life testing (62N05)

Related Items (6)

\(\ell_0\)-regularized high-dimensional accelerated failure time model ⋮ Bayesian penalized Buckley-James method for high dimensional bivariate censored regression models ⋮ The Jackknife estimate of covariance of two Kaplan–Meier integrals with covariables ⋮ Weighted least squares model averaging for accelerated failure time models ⋮ -Penalized Pairwise Difference Estimation for a High-Dimensional Censored Regression Model ⋮ Parameter estimation of partial linear model under monotonicity constraints with censored data

Uses Software

• glmnet
• sparsenet

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
• Nearly unbiased variable selection under minimax concave penalty
• A Semiparametric Empirical Likelihood Method for Data from an Outcome-Dependent Sampling Scheme with a Continuous Outcome
• Variable selection in the accelerated failure time model via the bridge method
• Estimation in a linear regression model with censored data
• Estimating regression parameters using linear rank tests for censored data
• The sparsity and bias of the LASSO selection in high-dimensional linear regression
• On sparse estimation for semiparametric linear transformation models
• The strong law under random censorship
• Nonconcave penalized likelihood with a diverging number of parameters.
• On Lasso for censored data
• Consistent estimation under random censorship when covariables are present
• A large sample study of rank estimation for censored regression data
• Simultaneous analysis of Lasso and Dantzig selector
• Variable selection in partly linear regression model with diverging dimensions for right censored data
• Robust Estimation of Area Under ROC Curve Using Auxiliary Variables in the Presence of Missing Biomarker Values
• Median Regression with Censored Cost Data
• SparseNet: Coordinate Descent With Nonconvex Penalties
• Rank-based estimation in the ℓ1-regularized partly linear model for censored outcomes with application to integrated analyses of clinical predictors and gene expression data
• Regularized Estimation in the Accelerated Failure Time Model with High-Dimensional Covariates
• Variable Selection in Semiparametric Linear Regression with Censored Data
• Penalized Estimating Functions and Variable Selection in Semiparametric Regression Models
• Regularized Estimation for the Accelerated Failure Time Model
• Linear regression with censored data
• Linear rank tests with right censored data
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• A Statistical View of Some Chemometrics Regression Tools
• An Estimated Likelihood Method for Continuous Outcome Regression Models With Outcome-Dependent Sampling

This page was built for publication: Adjusted regularized estimation in the accelerated failure time model with high dimensional covariates