Lian, Heng; Li, Jianbo; Tang, Xingyu - In: Journal of Multivariate Analysis 125 (2014) C, pp. 50-64
We consider the problem of simultaneous variable selection and estimation in additive partially linear Cox’s proportional hazards models with high-dimensional or ultra-high-dimensional covariates in the linear part. Under the sparse model assumption, we apply the smoothly clipped absolute...