Show simple item record

2012-10-12Buch DOI: 10.18452/4434
Variable selection in Cox regression models with varying coefficients
dc.contributor.authorHonda, Toshio
dc.contributor.authorHärdle, Wolfgang Karl
dc.date.accessioned2017-06-16T00:45:15Z
dc.date.available2017-06-16T00:45:15Z
dc.date.created2012-11-16
dc.date.issued2012-10-12
dc.date.submitted2012-10-12
dc.identifier.issn1860-5664
dc.identifier.urihttp://edoc.hu-berlin.de/18452/5086
dc.description.abstractWe deal with two kinds of Cox regression models with varying coefficients. The coefficients vary with time in one model. In the other model, there is an important random variable called an index variable and the coefficients vary with the variable. In both models, we have p-dimensional covariates and p increases moderately. However, it is the case that only a small part of the covariates are relevant in these situations. We carry out variable selection and estimation of the coefficient functions by using the group SCAD-type estimator and the adaptive group Lasso estimator. We examine the theoretical properties of the estimators, especially the L2 convergence rate, the sparsity, and the oracle property. Simulation studies and a real data analysis show the performance of these new techniques.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectB-splineseng
dc.subjectCox regression modeleng
dc.subjecthigh-dimensional dataeng
dc.subjectsparsityeng
dc.subjectoracle estimatoreng
dc.subjectgroup SCADeng
dc.subjectadaptive group Lassoeng
dc.subjectL2 convergence rateeng
dc.subject.ddc310 Sammlungen allgemeiner Statistiken
dc.subject.ddc330 Wirtschaft
dc.titleVariable selection in Cox regression models with varying coefficients
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-100205772
dc.identifier.doihttp://dx.doi.org/10.18452/4434
local.edoc.container-titleSonderforschungsbereich 649: Ökonomisches Risiko
local.edoc.pages46
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume2012
local.edoc.container-issue61
local.edoc.container-year2012
local.edoc.container-erstkatid2195055-6

Show simple item record