Estimation by polynomial splines with variable selection in additive Cox models

• 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
• Institution: Nanyang Technological University

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...