Li, Jianbo; Gu, Minggao; Zhang, Riquan - In: Journal of Multivariate Analysis 115 (2013) C, pp. 445-456
In this paper, we consider variable selection for general transformation models with right censored data via nonconcave penalties. We will conduct the variable selection by maximizing the penalized log-marginal likelihood function. In the proposed variable selection procedures, we not only can...