The Dantzig Selector in Cox's Proportional Hazards Model

DOI10.1111/j.1467-9469.2009.00685.xzbMath1349.62473OpenAlexW1750383427MaRDI QIDQ3103139

Frédérique Letué, Anestis Antoniadis, Piotr Fryzlewicz

Publication date: 26 November 2011

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: http://eprints.lse.ac.uk/30992/

zbMATH Keywords

proportional hazards modelvariable selectiongeneralized linear modelsDantzig selectorLassopenalized partial likelihood

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Generalized linear models (logistic models) (62J12) Estimation in survival analysis and censored data (62N02) Reliability and life testing (62N05)

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Uses Software

• rms

Cites Work

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