Variable selection is a common task in many fields and also a hot
topic for the analysis of high-dimensional data. Correspondingly,
many methods have been developed and among them, a general type of
procedures is the penalized approach. In this talk, we will discuss
variable selection when one faces interval-censored failure time data,
a general type of failure time data that can occur in many areas
including demographical studies, economic studies, medical studies
and social sciences. For the problem, a new penalized procedure
will be presented and discussed.