coxphMIC: An R Package for Sparse Estimation of Cox Proportional Hazards Models via Approximated Information Criteria
نویسندگان
چکیده
منابع مشابه
Sparse estimation of Cox proportional hazards models via approximated information criteria.
We propose a new sparse estimation method for Cox (1972) proportional hazards models by optimizing an approximated information criterion. The main idea involves approximation of the ℓ0 norm with a continuous or smooth unit dent function. The proposed method bridges the best subset selection and regularization by borrowing strength from both. It mimics the best subset selection using a penalized...
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ژورنال
عنوان ژورنال: The R Journal
سال: 2017
ISSN: 2073-4859
DOI: 10.32614/rj-2017-018