Variable selection for general transformation models with right censored data via nonconcave penalties
Year of publication: |
2013
|
---|---|
Authors: | Li, Jianbo ; Gu, Minggao ; Zhang, Riquan |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 115.2013, C, p. 445-456
|
Publisher: |
Elsevier |
Subject: | General transformation models | Penalized log-marginal likelihood | SCAD | HARD thresholding | LASSO | Consistency | Oracle |
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