Data-driven ridge regression for Aalen's additive risk model

DOI10.1016/J.SPL.2015.11.010zbMATH Open1416.62565OpenAlexW2183582252MaRDI QIDQ899662FDOQ899662

Authors: Audrey Boruvka, Dongsheng Tu, Glen Takahara 

Publication date: 30 December 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.11.010

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zbMATH Keywords

ridge regressionsurvival analysismean square errorevent history dataL-curveadditive risk model

Mathematics Subject Classification ID

Reliability and life testing (62N05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• Weak convergence and empirical processes. With applications to statistics
• Title not available (Why is that?)
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Statistical models based on counting processes
• The additive hazards model with high-dimensional regressors
• Nonparametric inference for a family of counting processes
• Dynamic regression models for survival data.
• Dynamic Analysis of Multivariate Failure Time Data
• Analysis of Discrete Ill-Posed Problems by Means of the L-Curve
• The additive nonparametric and semiparametric Aalen model as the rate function for a counting process
• On ridge estimation in rank deficient models

Uses Software

• timereg
• addreg

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