Luo, Shan; Xu, Jinfeng; Chen, Zehua - In: Annals of the Institute of Statistical Mathematics 67 (2015) 2, pp. 287-311
-dimensional feature space are rare because of its complicated data structure. In this paper, we consider the extended Bayesian information … criterion (EBIC) for variable selection in the Cox model and establish its selection consistency in the situation of high …