Lasso penalized semiparametric regression on high-dimensional recurrent event data via coordinate descent

DOI10.1080/00949655.2011.652114zbMath1431.62302OpenAlexW1988020501MaRDI QIDQ2862409

Tong Tong Wu

Publication date: 15 November 2013

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2011.652114

zbMATH Keywords

longitudinal datapartial likelihoodsurvival dataLassogeneralized cross-validationrecurrent eventresponse process

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric estimation (62G05)

Related Items (2)

Adaptive bi-level variable selection for multivariate failure time model with a diverging number of covariates ⋮ Group variable selection in the Andersen-Gill model for recurrent event data

Uses Software

• MENDEL

Cites Work

• Unnamed Item
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• Convergence of a block coordinate descent method for nondifferentiable minimization

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