Penalized variable selection procedure for Cox models with semiparametric relative risk
نویسندگان
چکیده
منابع مشابه
Penalized Variable Selection Procedure for Cox Models with Semiparametric Relative Risk.
We study the Cox models with semiparametric relative risk, which can be partially linear with one nonparametric component, or multiple additive or nonadditive nonparametric components. A penalized partial likelihood procedure is proposed to simultaneously estimate the parameters and select variables for both the parametric and the nonparametric parts. Two penalties are applied sequentially. The...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2010
ISSN: 0090-5364
DOI: 10.1214/09-aos780