Penalized empirical likelihood inferential procedure is proposed for Cox＇s pro- portional hazards model with adaptive LASSO（ALASSO）. Under reasonable conditions, we show that the proposed method has oracle property...Penalized empirical likelihood inferential procedure is proposed for Cox＇s pro- portional hazards model with adaptive LASSO（ALASSO）. Under reasonable conditions, we show that the proposed method has oracle property and the limiting distribution of a penal- ized empirical likelihood ratio via ALASSO is a chi-square distributions. The advantage of penalized empirical likelihood is illustrated in testing hypothesis and constructing confidence sets by simulation studies and a real example.展开更多
文摘Penalized empirical likelihood inferential procedure is proposed for Cox＇s pro- portional hazards model with adaptive LASSO（ALASSO）. Under reasonable conditions, we show that the proposed method has oracle property and the limiting distribution of a penal- ized empirical likelihood ratio via ALASSO is a chi-square distributions. The advantage of penalized empirical likelihood is illustrated in testing hypothesis and constructing confidence sets by simulation studies and a real example.
