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Sparse Estimation of Cox Proportional Hazards Models via Approximated Information Criteria
We propose a new sparse estimation method for Cox (1972) proportional hazards models by optimizing an approximated information criterion. The main idea involves approximation of the ℓ(0) norm with a continuous or smooth unit dent function. The proposed method bridges the best subset selection and re...
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| Publicado no: | Biometrics |
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| Main Authors: | , , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2016
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4982849/ https://ncbi.nlm.nih.gov/pubmed/26873398 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1111/biom.12484 |
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