Variable selection for general transformation models with ranking data

DOI10.1080/02331888.2012.708034zbMath1291.62177OpenAlexW2110132284MaRDI QIDQ5169753

Heng Lian, Jianbo Li, Ri-quan Zhang, Ming Gao Gu

Publication date: 11 July 2014

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2012.708034

zbMATH Keywords

consistencyoracleLassogeneral transformation modelsSCADhard thresholdingpenalized log-marginal likelihood

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Estimation in survival analysis and censored data (62N02) Statistical ranking and selection procedures (62F07)

Cites Work

• A baseline-free procedure for transformation models under interval censorship
• Efficient estimation of the partly linear additive Cox model
• Variable selection for Cox's proportional hazards model and frailty model
• Empirical likelihood inference for linear transformation models
• A stochastic approximation algorithm with Markov chain Monte-Carlo method for incomplete data estimation problems
• Partial likelihood
• Semiparametric analysis of transformation models with censored data
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Bayesian variable selection for proportional hazards models
• Bayesian Variable Selection Method for Censored Survival Data
• Regularization Parameter Selections via Generalized Information Criterion
• Tuning parameter selectors for the smoothly clipped absolute deviation method
• Adaptive Lasso for Cox's proportional hazards model
• Marginal likelihood estimation for proportional odds models with right censored data

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