In this paper, we have studied the nonparameter accelerated failure time (AFT) additive regression model, whose covariates have a nonparametric effect on high-dimensional censored data. We give the asymptotic property of the penalty estimator based on GMCP in the nonparameter AFT model.
KeywordsAccelerated Failure Time ModelNonparameter ModelGroup Minimax Concave PenaltyWeighted Least Squares Estimation
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