Variable selection in proportional hazards cure model with time-varying covariates, application to US bank failures

DOI10.1080/02664763.2018.1554627OpenAlexW2702887037MaRDI QIDQ5036647

Alessandro Beretta, Cédric Heuchenne

Publication date: 23 February 2022

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

Full work available at URL: https://doi.org/10.1080/02664763.2018.1554627

zbMATH Keywords

survival analysispenalized likelihoodSCADmixture cure modeltime-varying covariatesbank failures

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Related Items (2)

Competing risks proportional-hazards cure model and generalized extreme value regression: an application to bank failures and acquisitions in the United States ⋮ Nonparametric estimation in mixture cure models with covariates

Uses Software

• Armadillo

Cites Work

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• Ridge Regression: Applications to Nonorthogonal Problems
• Some Comments on C P
• New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
• Standard errors for the Cox proportional hazard cure model
• A mixture model combining logistic regression with proportional hazards regression
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