Efficient estimation of the maximal association between multiple predictors and a survival outcome (Q6183767): Difference between revisions

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scientific article; zbMATH DE number 7783528

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English	Efficient estimation of the maximal association between multiple predictors and a survival outcome	scientific article; zbMATH DE number 7783528

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scholarly article

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Efficient estimation of the maximal association between multiple predictors and a survival outcome (English)

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Ian W. McKeague

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The Annals of Statistics

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publication date

4 January 2024

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full work available at URL

https://arxiv.org/abs/2112.10996

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https://projecteuclid.org/journals/annals-of-statistics/volume-51/issue-5/Efficient-estimation-of-the-maximal-association-between-multiple-predictors-and/10.1214/23-AOS2313.full

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zbMATH Keywords

marginal screening

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post-selection inference

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semiparametric efficiency

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MaRDI profile type

MaRDI publication profile

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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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An overview of techniques for linking high‐dimensional molecular data to time‐to‐event endpoints by risk prediction models

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Regularization for Cox's proportional hazards model with NP-dimensionality

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Linear regression with censored data

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Covariate selection for semiparametric hazard function regression models

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Regularized Estimation for the Accelerated Failure Time Model

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Inference for Low-Dimensional Covariates in a High-Dimensional Accelerated Failure Time Model

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Implicit Alternatives and the Local Power of Test Statistics

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Robust estimation and outlier detection with correlation coefficients

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Survival Analysis with High-Dimensional Covariates: An Application in Microarray Studies

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Testing and Confidence Intervals for High Dimensional Proportional Hazards Models

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On central limit theorems for martingale triangular arrays

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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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Integrated powered density: Screening ultrahigh dimensional covariates with survival outcomes

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The Lq-norm learning for ultrahigh-dimensional survival data: an integrative framework

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Conditional screening for ultra-high dimensional covariates with survival outcomes

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Variable selection in the accelerated failure time model via the bridge method

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Regularized Estimation in the Accelerated Failure Time Model with High-Dimensional Covariates

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Marginal screening for high-dimensional predictors of survival outcomes

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Rank-based inference for the accelerated failure time model

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Variable Selection in Semiparametric Linear Regression with Censored Data

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Penalized Estimating Functions and Variable Selection in Semiparametric Regression Models

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Regression analysis with randomly right-censored data

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

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The dantzig selector for censored linear regression models

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A significance test for the lasso

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Parametric-Rate Inference for One-Sided Differentiable Parameters

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Variable selection in partly linear regression model with diverging dimensions for right censored data

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A Generic Sure Independence Screening Procedure

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Contributions to a general asymptotic statistical theory. With the assistance of W. Wefelmeyer

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Estimation in semiparametric models. Some recent developments

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Estimation in a linear regression model with censored data

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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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Post‐selection inference for ‐penalized likelihood models

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Exponential inequalities for martingales, with application to maximum likelihood estimation for counting processes

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Locally efficient estimation of the survival distribution with right-censored data and covariates when collection of data is delayed

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Unified methods for censored longitudinal data and causality

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Comment on: ``Models as (deliberate) approximations''

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Elastic net for Cox’s proportional hazards model with a solution path algorithm

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Copula-based Partial Correlation Screening: a Joint and Robust Approach

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Conditional quantile correlation learning for ultrahigh dimensional varying coefficient models and its application in survival analysis

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Confidence intervals for high-dimensional Cox 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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Score test variable screening

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Tests for Coefficients in High-dimensional Additive Hazard Models

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Identifiers

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1214/23-AOS2313

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Sitelinks

Mathematics(1 entry)

mardi Publication:6183767

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