Variable selection for general transformation models with right censored data via nonconcave penalties

DOI10.1016/J.JMVA.2012.11.002zbMath1258.62060OpenAlexW2064193261MaRDI QIDQ1941458

Jianbo Li, Ming Gao Gu, Ri-quan Zhang

Publication date: 12 March 2013

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.11.002

zbMATH Keywords

consistencyoracleLASSOSCADpenalized log-marginal likelihoodHARD thresholding

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Censored data models (62N01) Statistical ranking and selection procedures (62F07)

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