Adaptive Elastic Net Method for Cox Model
Statistics Theory
2015-07-24 v1 Probability
Statistics Theory
Abstract
In this paper, we study the Adaptive Elastic Net method for the Cox model. We prove the grouping effect and oracle property of its estimators. Finally, we show these two properties by an empirical analysis and a numerical simulation, respectively.
Cite
@article{arxiv.1507.06371,
title = {Adaptive Elastic Net Method for Cox Model},
author = {Chunhong Li and Xinxing Wei and Hongshuai Dai},
journal= {arXiv preprint arXiv:1507.06371},
year = {2015}
}