selection operator (LASSO), this approach sets certain regression coefficients exactly to zero, thus performing variable … selection. However, such a framework, contrary to the LASSO, has never been used in regression models for survival data with … compare our approach with other methods and illustrate it on a well-known microarray gene expression data set for predicting …

can be easily modified by adding a LASSO penalty term if a sparse representation is desired, or by restricting the … asymptotic properties of the estimation, both with or without LASSO, are established. A measure and an associated statistical … applications in portfolio tracking, which demonstrates the usefulness of combining MQE with LASSO. …