A note on path-based variable selection in the penalized proportional hazards model
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Publication:3631492
DOI10.1093/biomet/asm083zbMath1437.62681OpenAlexW2129934724MaRDI QIDQ3631492
Publication date: 10 June 2009
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/asm083
variable selectionoracle propertyLassopenalized partial likelihoodadaptive pathsmoothly-clipped-absolute deviation penalty
Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10)
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