LASSO and shrinkage estimation in Weibull censored regression models

DOI10.1016/j.jspi.2011.12.027zbMath1242.62075OpenAlexW2032900910MaRDI QIDQ434515

Kjell A. Doksum, Shakhawat Hossain, S. Ejaz Ahmed

Publication date: 16 July 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.12.027

zbMATH Keywords

asymptotic distributional riskadaptive shrinkage estimatorscandidate subspaceStein estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic distribution theory in statistics (62E20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Censored data models (62N01) Monte Carlo methods (65C05)

Related Items

Bayesian penalized Buckley-James method for high dimensional bivariate censored regression models, Liu-type shrinkage estimations in linear models, Pretest and shrinkage estimation strategies in accelerated failure time model, The reciprocal Bayesian bridge for left-censored data, Penalty and related estimation strategies in the spatial error model, Shrinkage estimation of the exponentiated Weibull regression model for time‐to‐event data, An efficient estimation approach to joint modeling of longitudinal and survival data, Generalized log-logistic proportional hazard model: a non-penalty shrinkage approach, Shrinkage estimation in lognormal regression model for censored data, Shrinkage, pretest, and penalty estimators in generalized linear models, Penalized and Shrinkage Estimation in the Cox Proportional Hazards Model, Shrinkage estimation in linear mixed models for longitudinal data, Shrinkage and Penalty Estimators of a Poisson Regression Model, Shrinkage and penalized estimators in weighted least absolute deviations regression models, Model selection and parameter estimation of a multinomial logistic regression model, Application of shrinkage estimation in linear regression models with autoregressive errors

Uses Software

• bootlib

Cites Work

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