Variable selection for Cox's proportional hazards model and frailty model

Annals of Statistics

Volumn 30, Issue 1, 2002, Pages 74-99

  Fan, Jianoing ^a   Li, Runze ^b  

^a CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

^b PENNSYLVANIA STATE UNIVERSITY   (United States)

Author keywords

Cox's regression model; Frailty model; LASSO; Partial likelihood; Penalized likelihood; Profile likelihood

Indexed keywords

EID: 0036117466     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1015362185     Document Type: Article

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