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Penalized variable selection procedure for Cox proportional hazards model via seamless-$\boldsymbol{L_0}$ penalty - MaRDI portal

Penalized variable selection procedure for Cox proportional hazards model via seamless-$\boldsymbol{L_0}$ penalty (Q5063960)

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scientific article; zbMATH DE number 7494664
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Penalized variable selection procedure for Cox proportional hazards model via seamless-$\boldsymbol{L_0}$ penalty
scientific article; zbMATH DE number 7494664

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    Penalized variable selection procedure for Cox proportional hazards model via seamless-$\boldsymbol{L_0}$ penalty (English)
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    21 March 2022
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    coordinate descent algorithm
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    penalized partial likelihood
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    quasi-Newton algorithm
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    variable selection
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