Variable selection for recurrent event data via nonconcave penalized estimating function (Q841054): Difference between revisions

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-.1007/s10985-008-9104-2
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+Maximum likelihood identification of Gaussian autoregressive moving average models
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+Cox's regression model for counting processes: A large sample study
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+Statistical models based on counting processes
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+Heuristics of instability and stabilization in model selection
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+Marginal means/rates models for multiple type recurrent event data
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+Variable selection for multivariate failure time data
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+Interim Monitoring of Longitudinal Comparative Studies with Recurrent Event Responses
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+Robust Tests for Treatment Comparisons Based on Recurrent Event Responses
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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 a diverging number of parameters.
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+Asymptotics for Lasso-type estimators.
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+Some Simple Robust Methods for the Analysis of Recurrent Events
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+Variable selection in semiparametric regression modeling
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+Semiparametric Regression for the Mean and Rate Functions of Recurrent Events
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+Semiparametric Transformation Models for Point Processes
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+Some Comments on C P
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+On the regression analysis of multivariate failure time data
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+Estimating the dimension of a model
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+Q4864293
@@ Property / cites work: Q4864293 / rank @@
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@@ Property / DOI @@
+.1007/S10985-008-9104-2
@@ Property / DOI: 10.1007/S10985-008-9104-2 / rank @@
+Normal rank