High-Dimensional Sparse Additive Hazards Regression (Q4916944): Difference between revisions

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+Cox's regression model for counting processes: A large sample study
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+The Dantzig Selector in Cox's Proportional Hazards Model
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+Regularization for Cox's proportional hazards model with NP-dimensionality
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+Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
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+Variable selection for multivariate failure time data
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+An iterative thresholding algorithm for linear inverse problems with a sparsity constraint
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+High-dimensional classification using features annealed independence rules
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Variable selection for Cox's proportional hazards model and frailty model
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+Nonconcave Penalized Likelihood With NP-Dimensionality
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+Pathwise coordinate optimization
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+Matrix Analysis
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+Introduction to empirical processes and semiparametric inference
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+Semiparametric analysis of the additive risk model
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+A unified approach to model selection and sparse recovery using regularized least squares
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+Covariate Selection for the Semiparametric Additive Risk Model
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+About the constants in Talagrand's concentration inequalities for empirical processes.
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+<i>SparseNet</i>: Coordinate Descent With Nonconvex Penalties
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+High-dimensional graphs and variable selection with the Lasso
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+Asymptotic Statistics
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+Weak convergence and empirical processes. With applications to statistics
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+Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
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+Nearly unbiased variable selection under minimax concave penalty
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+Adaptive Lasso for Cox's proportional hazards model
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+The Adaptive Lasso and Its Oracle Properties
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+A note on path-based variable selection in the penalized proportional hazards model
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+Regularization and Variable Selection Via the Elastic Net
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+One-step sparse estimates in nonconcave penalized likelihood models
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+Publication:4916944