In the economics and biological gene expression study area where a large number of variables will be involved, even when the predictors are independent, as long as the dimension is high, the maximum sample correlation can be large. Variable selection is a fundamental method to deal with such...

In survival studies, current status data are frequently encountered when some individuals in a study are not successively observed. This paper considers the problem of simultaneous variable selection and parameter estimation in the high-dimensional continuous generalized linear model with...