Penalised empirical likelihood for the additive hazards model with high-dimensional data
DOI10.1080/10485252.2017.1303062zbMATH Open1369.62057OpenAlexW2603610662MaRDI QIDQ5266567FDOQ5266567
Authors: Jianglin Fang, Wanrong Liu, Xuewen Lu 
Publication date: 16 June 2017
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485252.2017.1303062
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variable selectionempirical likelihoodadditive hazards modelpenalised empirical likelihoodhigh-dimensional censored data
Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Estimation in survival analysis and censored data (62N02)
Cites Work
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- Empirical likelihood ratio confidence intervals for a single functional
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- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
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- Penalized empirical likelihood and growing dimensional general estimating equations
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- Variable selection in a partially linear proportional hazards model with a diverging dimensionality
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- Penalized Empirical Likelihood via Bridge Estimator in Cox's Proportional Hazard Model
Cited In (5)
- Adjusted empirical likelihood inference for additive hazards regression
- Maximum penalized likelihood estimation of additive hazards models with partly interval censoring
- Hierarchically penalized additive hazards model with diverging number of parameters
- High-dimensional additive hazards models and the lasso
- High-Dimensional Sparse Additive Hazards Regression
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