Q5886010 (Q5886010): Difference between revisions

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scientific article; zbMATH DE number 7670290

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7670290

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scholarly article

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publication date

30 March 2023

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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Simultaneous analysis of Lasso and Dantzig selector

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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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The group exponential lasso for bi-level variable selection

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Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors

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A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation

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Local Linear Estimation for Time‐Dependent Coefficients in Cox's Regression Models

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The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).

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Extended Bayesian information criteria for model selection with large model spaces

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Robust feature screening for ultra-high dimensional right censored data via distance correlation

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Local partial likelihood estimation in proportional hazards regression

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Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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Statistical Foundations of Data Science

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Sure Independence Screening for Ultrahigh Dimensional Feature Space

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Sure independence screening in generalized linear models with NP-dimensionality

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Independent Screening for Single-Index Hazard rate Models with Ultrahigh Dimensional Features

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Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data

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Nonparametric Regression in Proportional Hazards Models

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Variable selection in Cox regression models with varying coefficients

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Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models

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Variable selection and structure identification for varying coefficient Cox models

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Conditional screening for ultra-high dimensional covariates with survival outcomes

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Feature selection of ultrahigh-dimensional covariates with survival outcomes: a selective review

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Forward regression for Cox models with high-dimensional covariates

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Functional ANOVA modeling for proportional hazards regression.

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Efficient estimation of the partly linear additive Cox model

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Oracle inequalities for the lasso in the Cox model

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Confidence Intervals and Hypothesis Testing for High-Dimensional Regression

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High‐dimensional robust inference for Cox regression models using desparsified Lasso

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Survival impact index and ultrahigh‐dimensional model‐free screening with survival outcomes

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Joint model-free feature screening for ultra-high dimensional semi-competing risks data

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The Group Lasso for Logistic Regression

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Censored rank independence screening for high-dimensional survival data

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Measuring and testing dependence by correlation of distances

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On asymptotically optimal confidence regions and tests for high-dimensional models

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Forward Regression for Ultra-High Dimensional Variable Screening

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Model Selection for Cox Models with Time-Varying Coefficients

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Feature screening in ultrahigh dimensional cox's model

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Feature screening in ultrahigh-dimensional varying-coefficient Cox model

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Confidence intervals for high-dimensional Cox models

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Nearly unbiased variable selection under minimax concave penalty

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Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models

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Adaptive Lasso for Cox's proportional hazards model

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Principled sure independence screening for Cox models with ultra-high-dimensional covariates

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Censored mean variance sure independence screening for ultrahigh dimensional survival data

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The Adaptive Lasso and Its Oracle Properties

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Identifiers

Mathematics Subject Classification ID

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zbMATH DE Number

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10.11329/JJSSJ.52.113

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Sitelinks

Mathematics(1 entry)

mardi Publication:5886010

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