On the choice and influence of the number of boosting steps for high-dimensional linear Cox-models

DOI10.1007/s00180-017-0773-8zbMath1417.65056MaRDI QIDQ722722

Riccardo De Bin, Heidi Seibold, Christoph Bernau, Anne-Laure Boulesteix

Publication date: 27 July 2018

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://www.zora.uzh.ch/id/eprint/142477/1/180_2017_773_OnlinePDF.pdf

zbMATH Keywords

survival analysis; cross-validation; high-dimensional data; boosting; parameter tuning

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62G08: Nonparametric regression and quantile regression

62J05: Linear regression; mixed models

62P10: Applications of statistics to biology and medical sciences; meta analysis

62N01: Censored data models

62J12: Generalized linear models (logistic models)

Uses Software

• R
• mboost
• LogitBoost
• CoxBoost
• ElemStatLearn