Adjusted regularized estimation in the accelerated failure time model with high dimensional covariates
نویسندگان
چکیده
منابع مشابه
Adjusted regularized estimation in the accelerated failure time model with high dimensional covariates
We consider two regularization approaches, the LASSO and the threshold-gradient-directed regularization, for estimation and variable selection in the accelerated failure time model with multiple covariates based on Stute's weighted least squares method. The Stute estimator uses Kaplan-Meier weights to account for censoring in the least squares criterion. The weighted least squares objective fun...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2013
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2013.07.011