GREEDY VARIABLE SELECTION FOR HIGH-DIMENSIONAL COX MODELS

Lin, CT; Cheng, YJ; Ing, CK

Cheng, YJ (通讯作者),Natl Tsing Hua Univ, Inst Stat, Hsinchu 30013, Taiwan.

STATISTICA SINICA, 2023; 33 (): 1697

Abstract

We examine the problem of variable selection for high-dimensional sparse Cox models. We propose using a computationally efficient procedure, the Cheby......

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