Variable selection via generalized SELO-penalized Cox regression models (Q1738526): Difference between revisions

@@ Property / author @@
-Yue-Yong Shi
@@ Property / author: Yue-Yong Shi / rank @@
-Normal rank
@@ Property / author @@
-Yong-Xiu Cao
@@ Property / author: Yong-Xiu Cao / rank @@
-Normal rank
@@ Property / author @@
-Yu Ling Jiao
@@ Property / author: Yu Ling Jiao / rank @@
-Normal rank
@@ Property / author @@
+Yue-Yong Shi
@@ Property / author: Yue-Yong Shi / rank @@
+Normal rank
@@ Property / author @@
+Yong-Xiu Cao
@@ Property / author: Yong-Xiu Cao / rank @@
+Normal rank
@@ Property / author @@
+Yu Ling Jiao
@@ Property / author: Yu Ling Jiao / rank @@
+Normal rank
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+sparsenet
@@ Property / describes a project that uses: sparsenet / rank @@
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@@ Property / describes a project that uses @@
+survival
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+MaRDI publication profile
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+https://doi.org/10.1007/s11424-018-7276-8
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+W2909989301
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+Q5654899
@@ Property / cites work: Q5654899 / rank @@
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@@ Property / cites work @@
+Variable selection for Cox's proportional hazards model and frailty model
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@@ Property / cites work @@
+Variable selection for multivariate failure time data
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+Adaptive Lasso for Cox's proportional hazards model
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+Q4921683
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+A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
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+Variable selection and estimation in generalized linear models with the seamless ${\it L}_{{\rm 0}}$ penalty
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+Variable selection and estimation for multivariate panel count data via the seamless-${\it L}_{{\rm 0}}$ penalty
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+Model selection in high-dimensional quantile regression with seamless \(L_0\) penalty
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+Local Strong Homogeneity of a Regularized Estimator
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+A unified approach to model selection and sparse recovery using regularized least squares
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+Q5491447
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+Normal rank
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+SICA for Cox's proportional hazards model with a diverging number of parameters
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+Penalized variable selection procedure for Cox proportional hazards model via seamless-$\boldsymbol{L_0}$ penalty
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+Superlinear convergence of smoothing quasi-Newton methods for nonsmooth equations
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+Smoothing methods for nonsmooth, nonconvex minimization
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+Nonconcave penalized likelihood with a diverging number of parameters.
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+On the ``degrees of freedom'' of the lasso
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+Q5425208
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+Variable selection via generalized SELO-penalized linear regression models
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+High-Dimensional Sparse Additive Hazards Regression
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+The adaptive LASSO spline estimation of single-index model
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+The group exponential lasso for bi-level variable selection
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+Group selection in the Cox model with a diverging number of covariates
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+Strong oracle optimality of folded concave penalized estimation
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Nearly unbiased variable selection under minimax concave penalty
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+Publication:1738526