Estimation by polynomial splines with variable selection in additive Cox models

Estimation by polynomial splines with variable selection in additive Cox models

In this article, we consider penalized variable selection in additive Cox models based on (group) smoothly clipped absolute deviation penalty and hence widen the scope of applicability of penalized variable selection to semiparametric models for censored data.We demonstrate the asymptotic consisten...

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Main Authors: Zhang, Shangli, Wang, Lichun, Lian, Heng
Other Authors: School of Physical and Mathematical Sciences
Format: Article
Language:English
Published: 2013
Subjects:
DRNTU::Science::Mathematics::Statistics
Online Access:https://hdl.handle.net/10356/99627
http://hdl.handle.net/10220/11794
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Institution: Nanyang Technological University
Language: English
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spelling sg-ntu-dr.10356-996272020-03-07T12:34:48Z Estimation by polynomial splines with variable selection in additive Cox models Zhang, Shangli Wang, Lichun Lian, Heng School of Physical and Mathematical Sciences DRNTU::Science::Mathematics::Statistics In this article, we consider penalized variable selection in additive Cox models based on (group) smoothly clipped absolute deviation penalty and hence widen the scope of applicability of penalized variable selection to semiparametric models for censored data.We demonstrate the asymptotic consistency in model selection and convergence rate in estimation. Our simulation study emphasizes comparison of several different criteria for tuning parameter selection and also compares two appropriate definitions of the degrees of freedom in additive models. 2013-07-17T08:09:27Z 2019-12-06T20:09:38Z 2013-07-17T08:09:27Z 2019-12-06T20:09:38Z 2012 2012 Journal Article Zhang, S., Wang, L., & Lian, H. (2012). Estimation by polynomial splines with variable selection in additive Cox models. Statistics: A Journal of Theoretical and Applied Statistics, 1-14. https://hdl.handle.net/10356/99627 http://hdl.handle.net/10220/11794 10.1080/02331888.2012.748770 en Statistics: a journal of theoretical and applied statistics © 2012 Taylor & Francis.
institution Nanyang Technological University
building NTU Library
country Singapore
collection DR-NTU
language English
topic DRNTU::Science::Mathematics::Statistics
spellingShingle DRNTU::Science::Mathematics::Statistics
Zhang, Shangli
Wang, Lichun
Lian, Heng
Estimation by polynomial splines with variable selection in additive Cox models
description In this article, we consider penalized variable selection in additive Cox models based on (group) smoothly clipped absolute deviation penalty and hence widen the scope of applicability of penalized variable selection to semiparametric models for censored data.We demonstrate the asymptotic consistency in model selection and convergence rate in estimation. Our simulation study emphasizes comparison of several different criteria for tuning parameter selection and also compares two appropriate definitions of the degrees of freedom in additive models.
author2 School of Physical and Mathematical Sciences
author_facet School of Physical and Mathematical Sciences
Zhang, Shangli
Wang, Lichun
Lian, Heng
format Article
author Zhang, Shangli
Wang, Lichun
Lian, Heng
author_sort Zhang, Shangli
title Estimation by polynomial splines with variable selection in additive Cox models
title_short Estimation by polynomial splines with variable selection in additive Cox models
title_full Estimation by polynomial splines with variable selection in additive Cox models
title_fullStr Estimation by polynomial splines with variable selection in additive Cox models
title_full_unstemmed Estimation by polynomial splines with variable selection in additive Cox models
title_sort estimation by polynomial splines with variable selection in additive cox models
publishDate 2013
url https://hdl.handle.net/10356/99627
http://hdl.handle.net/10220/11794
_version_ 1681048732055896064

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