Hu, Jianwei; Chai, Hao - In: Journal of Multivariate Analysis 122 (2013) C, pp. 96-114
Based on Stute’s weighted least squares method, we consider the estimate procedures for the accelerated failure time (AFT) model with high dimensional covariates. We use Kaplan–Meier weights and Stute’s estimator to account for censoring in least squares estimation. We consider two...