Simultaneous Estimation and Variable Selection for Interval-Censored Data With Broken Adaptive Ridge Regression
基于断裂自适应岭回归的区间删失数据估计与变量选择
The simultaneous estimation and variable selection for Cox model has been discussed by several authors (Fan and Li, 2002; Huang and Ma, 2010; Tibshirani, 1997) when one observes right-censored failure time data. However, there does not seem to exist an established procedure for interval-censored data, a more general and complex type of failure time data, except two parametric procedures given in Scolas et al. (2016) and Wu and Cook (2015). To address this, we propose a…