In this paper, we propose a penalised pseudo-partial likelihood method for variable selection with multivariate failure time data with a growing number of regression coefficients. Under certain regularity conditions, we show the consistency and asymptotic normality of the penalised likelihood...

The paper studies estimation of partially linear hazard regression models with varying coefficients for multivariate survival data. A profile pseudo-partial-likelihood estimation method is proposed. The estimation of the parameters of the linear part is accomplished via maximization of the...