Zhou, Zhangong; Jiang, Rong; Qian, Weimin - In: Metrika 76 (2013) 2, pp. 287-300
The least absolute deviations (LAD) variable selection for linear models with randomly censored data is studied through the Lasso. The proposed procedure can select significant variables in the parameters. With appropriate selection of the tuning parameters, we establish the consistency of this...