Covariate selection for semiparametric hazard function regression models
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References listed on IDEAS
- Torben Martinussen & Thomas H. Scheike & Ib M. Skovgaard, 2002. "Efficient Estimation of Fixed and Time‐varying Covariate Effects in Multiplicative Intensity Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 29(1), pages 57-74, March.
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- Leeb, Hannes & Potscher, Benedikt M., 2008.
"Sparse estimators and the oracle property, or the return of Hodges' estimator,"
Journal of Econometrics,
Elsevier, vol. 142(1), pages 201-211, January.
- Hannes Leeb & Benedikt M. Poetscher, 2005. "Sparse Estimators and the Oracle Property, or the Return of Hodges' Estimator," Cowles Foundation Discussion Papers 1500, Cowles Foundation for Research in Economics, Yale University, revised Apr 2007.
- Pötscher, Benedikt M., 2007. "Confidence Sets Based on Sparse Estimators Are Necessarily Large," MPRA Paper 5677, University Library of Munich, Germany.
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KeywordsAdditive risk model Cox model Penalized partial likelihood Penalized likelihood Model selection Survival analysis;
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