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

DOI10.1016/J.JMVA.2011.08.002zbMath1233.62173OpenAlexW2029947124WikidataQ42130229 ScholiaQ42130229MaRDI QIDQ764508

Sihai Dave Zhao, Yi Li

Publication date: 13 March 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://biostats.bepress.com/cgi/viewcontent.cgi?article=1118&context=harvardbiostat

zbMATH Keywords

variable selectionmultiple myeloma

Mathematics Subject Classification ID

Multivariate analysis (62H99) Applications of statistics to biology and medical sciences; meta analysis (62P10) Censored data models (62N01) Generalized linear models (logistic models) (62J12)

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Uses Software

• uniCox

Cites Work

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• Sure independence screening in generalized linear models with NP-dimensionality
• The Adaptive Lasso and Its Oracle Properties
• High-dimensional variable selection
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• The control of the false discovery rate in multiple testing under dependency.
• Variable selection for Cox's proportional hazards model and frailty model
• About the constants in Talagrand's concentration inequalities for empirical processes.
• Weak convergence and empirical processes. With applications to statistics
• Pathwise coordinate optimization
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• Consistent variable selection in high dimensional regression via multiple testing
• Univariate Shrinkage in the Cox Model for High Dimensional Data
• The Robust Inference for the Cox Proportional Hazards Model
• Misspecified proportional hazard models
• On the Edgeworth expansion and bootstrap approximation for the cox regression model under random censorship
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Sure Independence Screening for Ultrahigh Dimensional Feature Space
• Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
• Regularization and Variable Selection Via the Elastic Net
• Adaptive Lasso for Cox's proportional hazards model
• Splitting a Single State of a Stationary Process into Markovian States

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