Tuning Parameter Selection in Cox Proportional Hazards Model with a Diverging Number of Parameters

DOI10.1111/SJOS.12313zbMath1403.62175OpenAlexW2783010635WikidataQ91150043 ScholiaQ91150043MaRDI QIDQ4685443

Ai Ni, Jianwen Cai

Publication date: 8 October 2018

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

Full work available at URL: https://biostats.bepress.com/cgi/viewcontent.cgi?article=1036&context=mskccbiostat

zbMATH Keywords

variable selectionCox proportional hazards modeltuning parameter selectiongeneralized information criteriondiverging number of parameterThe Cancer Genome Atlas data

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Censored data models (62N01)

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