Identification of local sparsity and variable selection for varying coefficient additive hazards models

DOI10.1016/j.csda.2018.04.003zbMath1469.62131OpenAlexW2800084724MaRDI QIDQ1662933

Lianqiang Qu, Liu-Quan Sun, Xin-Yuan Song

Publication date: 20 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2018.04.003

zbMATH Keywords

kernel smoothingoracle propertylocal sparsityvarying coefficientsgroup penaltyadditive hazards models

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric estimation (62G05) Estimation in survival analysis and censored data (62N02)

Related Items

Variable screening for varying coefficient models with ultrahigh-dimensional survival data, Functional concurrent hidden Markov model, Wavelet estimation of the dimensionality of curve time series

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