Variable selection in a partially linear proportional hazards model with a diverging dimensionality

Yuao Hu; Heng Lian

doi:10.1016/j.spl.2012.08.024

Author(s)

Yuao Hu
Heng Lian

Detail(s)

Original language	English
Pages (from-to)	61-69
Journal / Publication	Statistics and Probability Letters
Volume	83
Issue number	1
Publication status	Published - Jan 2013
Externally published	Yes

Link(s)

DOI	DOI https://doi.org/10.1016/j.spl.2012.08.024 Final Published version
	Check@CityULib
Link to Scopus	https://www.scopus.com/record/display.uri?eid=2-s2.0-84866544176&origin=recordpage
Permanent Link	https://scholars.cityu.edu.hk/en/publications/publication(fd2178b1-6367-4a42-ab8d-108a68b75e21).html

Abstract

We consider the problem of simultaneous variable selection and estimation in partially linear proportional hazards models when the number of covariates in the linear part diverges with the sample size. We apply the smoothly clipped absolute deviation (SCAD) penalty to select the significant covariates in the linear part. Some simulations and a real data set are presented. © 2012 Elsevier B.V.

Research Area(s)

Akaike information criterion (AIC), Bayesian information criterion (BIC), Cross-validation, Partial likelihood, SCAD

Citation Format(s)

[ RIS ] [ BibTeX ]

Variable selection in a partially linear proportional hazards model with a diverging dimensionality. / Hu, Yuao; Lian, Heng.
In: Statistics and Probability Letters, Vol. 83, No. 1, 01.2013, p. 61-69.

Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

Hu, Y & Lian, H 2013, 'Variable selection in a partially linear proportional hazards model with a diverging dimensionality', Statistics and Probability Letters, vol. 83, no. 1, pp. 61-69. https://doi.org/10.1016/j.spl.2012.08.024

Hu, Y., & Lian, H. (2013). Variable selection in a partially linear proportional hazards model with a diverging dimensionality. Statistics and Probability Letters, 83(1), 61-69. https://doi.org/10.1016/j.spl.2012.08.024

Hu Y, Lian H. Variable selection in a partially linear proportional hazards model with a diverging dimensionality. Statistics and Probability Letters. 2013 Jan;83(1):61-69. doi: 10.1016/j.spl.2012.08.024

Hu, Yuao ; Lian, Heng. / Variable selection in a partially linear proportional hazards model with a diverging dimensionality. In: Statistics and Probability Letters. 2013 ; Vol. 83, No. 1. pp. 61-69.