Sparse Laplacian shrinkage for nonparametric transformation survival model
Xiao Zhang and
Yiming Liu
Communications in Statistics - Theory and Methods, 2023, vol. 52, issue 20, 7184-7205
Abstract:
The rank estimation is an effective inference method for the nonparametric transformation model. This approach avoids any nonparametric estimation about the transformation function and can be applied to the high-dimensional censored data. However, most existing methods do not utilize the potential correlation structures among predictors. In order to incorporate such priori information, we propose a penalized smoothed partial rank with sparse Laplacian shrinkage (PSPRL) method and develop a forward and backward stagewise with sparse Laplacian shrinkage (LFabs) algorithm to compute the estimator. The non-asymptotic bound and algorithm properties are established. Simulation results show that the proposed method outperforms the competing alternatives with better variable selection and prediction. We apply our method to a glioblastoma gene expression study to further demonstrate the advantages.
Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:52:y:2023:i:20:p:7184-7205
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DOI: 10.1080/03610926.2022.2042025
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