On robust model selection within the Cox model

DOI10.1111/J.1368-423X.2006.00185.XzbMATH Open1096.62138MaRDI QIDQ5488517FDOQ5488517

Authors: T. Bednarski, Edyta Mocarska 

Publication date: 22 September 2006

Published in: Econometrics Journal (Search for Journal in Brave)

Recommendations

• A general Akaike-type criterion for model selection in robust regression
• Focused Information Criteria and Model Averaging for the Cox Hazard Regression Model
• scientific article; zbMATH DE number 1034041
• Robust model selection in regression via weighted likelihood methodology
• Generalised information criteria in model selection

zbMATH Keywords

model selectionCox modelrobustness

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Estimation in survival analysis and censored data (62N02) Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

Cites Work

• Robustness and efficiency of Sasieni-type estimators in the Cox model.
• On the convergence rate of robert procedures and local equivalence of hellinger and total variation distances

Cited In (6)

• Selection between proportional and stratified hazards models based on expected log-likelihood
• Fréchet differentiability in statistical inference for time series
• The Dantzig Selector in Cox's Proportional Hazards Model
• Model selection for two-sample problems with right-censored data: an application of Cox model
• Robust estimation for the Cox regression model based on trimming
• Selection of Effects in Cox Frailty Models by Regularization Methods

This page was built for publication: On robust model selection within the Cox model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5488517)