Q5886010 (Q5886010): Difference between revisions

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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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+Q3125064
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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
@@ Property / cites work: Statistical Foundations of Data Science / rank @@
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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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+Q4779058
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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
@@ Property / cites work: The Group Lasso for Logistic Regression / rank @@
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+Q3592409
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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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+Q4864293
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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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