A modified BIC tuning parameter selector for SICA-penalized Cox regression models with diverging dimensionality

DOI10.13548/J.SXZZ.2017.04.002zbMATH Open1399.62123MaRDI QIDQ4640641FDOQ4640641

Yong-Xiu Cao, L. Yan, Yu Ling Jiao, Yue-Yong Shi

Publication date: 25 May 2018

Recommendations

• SICA for Cox's proportional hazards model with a diverging number of parameters
• Tuning parameter selection in Cox proportional hazards model with a diverging number of parameters
• Extended Bayesian information criterion in the Cox model with a high-dimensional feature space
• Tuning parameter selection in high dimensional penalized likelihood
• High-dimensional Cox models: the choice of penalty as part of the model building process

zbMATH Keywords

penalized likelihoodregressionCox modelsmodified Bayesian information criteriontuning parameter selector

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cited In (4)

• Variable selection via generalized SELO-penalized linear regression models
• Variable selection via generalized SELO-penalized Cox regression models
• A primal dual active set with continuation algorithm for high-dimensional nonconvex SICA-penalized regression
• An ADMM with continuation algorithm for non-convex SICA-penalized regression in high dimensions

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