Extended Bayesian information criterion in the Cox model with a high-dimensional feature space

DOI10.1007/s10463-014-0448-yzbMath1341.62093OpenAlexW2040905895MaRDI QIDQ2352446

Shan Luo, Jinfeng Xu, Zehua Chen

Publication date: 1 July 2015

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-014-0448-y

zbMATH Keywords

Cox modelvariable selectionselection consistencyextended Bayesian information criterion

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15)

Related Items

L₀-Regularized Learning for High-Dimensional Additive Hazards Regression, Gene-environment interaction analysis under the Cox model, Greedy Variable Selection for High-Dimensional Cox Models, A General Framework for Identifying Hierarchical Interactions and Its Application to Genomics Data, Best subset selection with shrinkage: sparse additive hazards regression with the grouping effect, Forward regression for Cox models with high-dimensional covariates, The EBIC and a sequential procedure for feature selection in interactive linear models with high-dimensional data, Global optimal model selection for high-dimensional survival analysis, A penalized estimation for the Cox model with ordinal multinomial covariates, A sequential feature selection procedure for high-dimensional Cox proportional hazards model

Uses Software

• impute

Cites Work

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