SICA for Cox＇s Proportional Hazards Model with a Diverging Number of Parameters

• Published in: 应用数学学报：英文版 no. 4; pp. 887 - 902
• Main Author: Yue-Yong SHI Yong-Xiu CAO Yu-Ling JIAO Yah-Yah LIU
• Format: Journal Article
• Language: English
• Published: 2014
• Subjects: Cox; 一体化体系; 发散; 回归系数; 比例; 线性回归模型; 选择程序; 风险模型

The smooth integration of counting and absolute deviation （SICA） penalized variable selection procedure for high-dimensional linear regression models is proposed by Lv and Fan （2009）. In this article, we extend their idea to Cox＇s proportional hazards （PH） model by using a penalized log partial like...