Variable selection via generalized SELO-penalized Cox regression models

DOI10.1007/s11424-018-7276-8zbMath1416.62558OpenAlexW2909989301MaRDI QIDQ1738526

Deyi Xu, Yu Ling Jiao, Yue-Yong Shi, Yong-Xiu Cao

Publication date: 18 April 2019

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-018-7276-8

zbMATH Keywords

regressioncontinuationvariable selectionpenalized likelihoodsmoothing quasi-NewtonCox modelsgeneralized SELOmodified BIC

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Estimation in survival analysis and censored data (62N02)

Related Items (1)

Adaptive bridge estimator for Cox model with a diverging number of parameters

Uses Software

• survival
• sparsenet

Cites Work

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