Analysis of microarray data is associated with the methodological problems of high dimension and small sample size. Various methods have been used for variable selection in high-dimension and small sample size cases with a single survival endpoint. However, little effort has been directed toward addressing competing risks where there is more than one failure risks. This study compared three typical variable selection techniques including Lasso, elastic net, and likelihood-based boosting for high-dimensional time-to-event data with competing risks. The per-formance of these methods was evaluated via a simulation study by analyzing a real dataset related to bladder cancer patients using time-dependent receiver operator characteristic (ROC) curve and bootstrap .632+prediction error curves. The elastic net penalization method was shown to outper-form Lasso and boosting. Based on the elastic net, 33 genes out of 1381 genes related to bladder cancer were selected. By fitting to the Fine and Gray model, eight genes were highly significant (P< 0.001). Among them, expression of RTN4, SON, IGF1R, SNRPE, PTGR1, PLEK, and ETFDH was associated with a decrease in survival time, whereas SMARCAD1 expression was associated with an increase in survival time. This study indicates that the elastic net has a higher capacity than the Lasso and boosting for the prediction of survival time in bladder cancer patients. Moreover, genes selected by all methods improved the predictive power of the model based on only clinical variables, indicating the value of information contained in the microarray features.