Best subset selection with shrinkage: sparse additive hazards regression with the grouping effect

DOI10.1080/00949655.2023.2225114MaRDI QIDQ6181677

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Publication date: 23 January 2024

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

zbMATH Keywords

best subset selectionsurvival data analysishigh-dimensional featuresgrouping effects

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Statistics (62-XX) Estimation in survival analysis and censored data (62N02)

Cites Work

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• Grouped variable selection with discrete optimization: computational and statistical perspectives
• Subset Selection with Shrinkage: Sparse Linear Modeling When the SNR Is Low

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