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

DOI10.1016/j.jmva.2013.07.011zbMath1349.62481MaRDI 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 data; accelerated failure time model; least absolute shrinkage and selection operator; minimax concave penalty

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62J07: Ridge regression; shrinkage estimators (Lasso)

62N02: Estimation in survival analysis and censored data

62N05: Reliability and life testing

Uses Software

• glmnet
• sparsenet