Adaptive Elastic Net Method for Cox Model
Chunhong Li, Xinxing Wei, Hongshuai Dai
TL;DR
This paper introduces an adaptive elastic net approach for the Cox model, demonstrating its grouping effect and oracle property through theoretical proofs and empirical validation.
Contribution
It provides the first proof of the grouping effect and oracle property for the adaptive elastic net in Cox models, supported by empirical and simulation studies.
Findings
Proves the grouping effect of the adaptive elastic net in Cox models.
Establishes the oracle property of the estimators.
Validates properties through empirical analysis and simulations.
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.
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Taxonomy
TopicsNeural Networks and Applications · Fuzzy Logic and Control Systems