“…Ultrahigh-dimensional covariates are often encountered in many fields of study, e.g., mechanical systems; genetic engineering (Zhou et al 2021), and biomedical engineering. Under the "larger p smaller n" data framework, numerous penalized variable selection approaches have been developed for high-dimensional Cox model (Zhang and Lu 2007;Zou 2008), additive hazard model (Chen and Cai 2018;Leng and Ma 2007;Martinussen and Scheike 2009;Lin and Lv 2013), linear regression model (Huang, Horowitz, and Ma 2008;Wang et al 2008) and unconditional moment model (Tang, Yan, and Zhao 2018).…”