Tuning Parameter Selection in Cox Proportional Hazards Model with a Diverging Number of Parameters
نویسندگان
چکیده
منابع مشابه
Shrinkage Tuning Parameter Selection with a Diverging Number of Parameters
Contemporary statistical research frequently deals with problems involving a diverging number of parameters. For those problems, various shrinkage methods (e.g., LASSO, SCAD, etc) are found particularly useful for the purpose of variable selection (Fan and Peng, 2004; Huang et al., 2007b). Nevertheless, the desirable performances of those shrinkage methods heavily hinge on an appropriate select...
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ژورنال
عنوان ژورنال: Scandinavian Journal of Statistics
سال: 2018
ISSN: 0303-6898,1467-9469
DOI: 10.1111/sjos.12313