Abstract:Dealing with high-dimensional censored data is very challenging because of the complexities in data structure. This article focuses on developing a variable selection procedure for censored high-dimensional data with the AFT models using the Modified Correlation Adjusted coRrelation (MCAR) scores method.The latter is developed based on CAR scores method that provides a canonical ordering that encourages grouping of correlated predictors and down-weights antagonistic variables. The proposed MCAR scores method i… Show more
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