报告摘要:
| This paper discusses regression analysis of incomplete event historystudies with the focus on simultaneous estimation and variable selection. Such studies are commonly performed in many areas such as medical studies and social sciences, and a great deal of literature has been established for their analysis except for the problem considered here (Sun and Zhao, 2013).We develop a new method, which will be referred to as a broken adaptive ridge regression approach, and establish its asymptotic properties including the oracle property and clustering effect. Also we perform some simulation studies and they indicate that the proposed method performs well in practical situation and better than the existing methods. In addition, an application is provided.
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