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Sparse estimation of Cox proportional hazards models via approximated information criteria
Authors:Xiaogang Su  Chalani S Wijayasinghe  Juanjuan Fan  Ying Zhang
Institution:1. Department of Mathematical Sciences, University of Texas, El Paso, Texas, U.S.A.;2. Department of Mathematics and Statistics, San Diego State University, San Diego, California, U.S.A.;3. Department of Biostatistics, Indiana University Fairbanks School of Public Health and School of Medicine, Indianapolis, Indiana, U.S.A.;4. Department of Statistics, Shanghai Jiao Tong University, Shanghai, China
Abstract:
Keywords:AIC  BIC  Cox proportional hazards model  Regularization  Sparse estimation  Variable selection
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