References
- S. Ahmed, K. Doksum, S. Hossain, and Y. You, Shrinkage, pretest and LASSO estimators in partially linear models, Aust. N. Z. J. Stat. 49 (2007), pp. 461–471.
- S.E. Ahmed, S. Hossain, and K.A. Doksum, LASSO and shrinkage estimation in Weibull censored regression models, J. Statist. Plan. Inference 142 (2012), pp. 1273–1284.
- L. An, S. Nkurunziza, K. Y. Fung, D. Krewskia, and I. Luginaah, Shrinkage estimation in general linear models, Commun. Statist. Theory Methods 53 (2009), pp. 2537–2549.
- E.L. Crow and K. Shimizu, Lognormal Distributions: Theory and Applications, Dekker, New York, 1988.
- B. Efron and R.J. Tibshirani, An Introduction to the Bootstrap, Chapman & Hall, New York, 1993.
- M. Evans, N. Hastings, and J.B. Peacock, Statistical Distributions, John Wiley & Sons, New York, 2000.
- J. Fan and R. Li, Variable selection for Cox's proportional hazards model and frailty model, Ann. Statist. 30 (2002), pp. 74–99.
- D.W. Hosmer and S. Lemeshow, Applied Survival Analysis: Regression Modeling of Time to Event Data, John Wiley & Sons, New York, 2008.
- J. Huang, S. Ma, and H. Xie, Regularized estimation in the accelerated failure time model with high-dimensional covariates, Biometrics 62 (2006), pp. 813–820.
- N.L. Johnson, S. Kotz, and N. Balakrishnan, Continuous Univariate Distributions. Vol. 1, 2nd ed., John Wiley & Sons, New York, 1994.
- J. Klein and M. Moeschberger, Survival Analysis: Techniques for Censored and Truncated Data, Springer-Verlag, New York, 2003.
- E. Lee, Statistical Methods for Survival Data Analysis, 2nd ed., John Wiley & Sons, New York, 1992.
- E. Limpert, W. Stahel, and M. Abbt, Lognormal distributions across the sciences: Keys and clues, Biosciences 51 (2001), pp. 341–352.
- S.H. Lina and R.S. Wanga, Modified method on the means for several log-normal distributions, J. Appl. Stat. 40 (2013), pp. 194–208.
- A.K. Md. and E. Saleh, Theory of Preliminary Test and Stein-Type Estimation with Applications, John Wiley & Sons, New York, 2006.
- W. Nelson and G. Hahn, Linear estimation of a regression relationship from censored data: Part II – best linear unbiased estimation and theory, Technometrics 15 (1973), pp. 133–150.
- A.L. Rukhin, Improved estimation in lognormal regression models, J. Statist. Plan. Inference 18 (1988), pp. 291–297.
- W. Stute and J.L. Wang, The strong law under random censorship, Ann. Statist. 514 (1993), pp. 1351–1365.
- R. Tibshirani, Regression shrinkage and selection via the LASSO, J. R. Stat. Soc. Ser. B Stat. Methodol. 58 (1996), pp. 267–288.
- R. Tibshirani, The LASSO method for variable selection in the Cox model, Stat. Med. 16 (1997), pp. 385–395.
- J. Ulbricht, Variable Selection in Generalized Linear Models, Unpublished Ph.D. thesis, LMU Munich 2010.
- X. Wang and L. Song, Adaptive LASSO variable selection for the accelerated failure models, Commun. Statist. Theory Methods 40 (2011), pp. 4372–4386.
- H.H. Zhang and W. Lu, Adaptive LASSO for Cox proportional hazards model, Biometrika 94 (2007), pp. 691–703.