TITLE:
Concave Group Selection of Nonparameter Additive Accelerated Failure Time Model
AUTHORS:
Ling Zhu
KEYWORDS:
Accelerated Failure Time Model, Nonparameter Model, Group Minimax Concave Penalty, Weighted Least Squares Estimation
JOURNAL NAME:
Open Journal of Statistics,
Vol.11 No.1,
February
5,
2021
ABSTRACT: In this paper, we have studied the nonparameter
accelerated failure time (AFT) additive regression model, whose covariates have
a nonparametric effect on high-dimensional censored data. We give the
asymptotic property of the penalty estimator based on GMCP in the nonparameter
AFT model.