Asymptotic Behavior of Cox's Partial Likelihood and its Application to Variable Selection

DOI10.5705/SS.202016.0401zbMath1406.62105OpenAlexW2594576845WikidataQ57190601 ScholiaQ57190601MaRDI QIDQ4558610

Guangren Yang, Ye Yu, Jian-Jian Ren, Run-Ze Li

Publication date: 22 November 2018

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc6168090

zbMATH Keywords

Akaike information criterionBayesian information criterionvariable selectionscadLasso penalized partial likelihood

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Censored data models (62N01) Estimation in survival analysis and censored data (62N02)

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