Adaptive Lasso for Cox's proportional hazards model
From MaRDI portal
Publication:5447658
DOI10.1093/biomet/asm037zbMath1135.62083OpenAlexW2148487094MaRDI QIDQ5447658
Publication date: 20 March 2008
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/asm037
Asymptotic properties of nonparametric inference (62G20) Estimation in survival analysis and censored data (62N02)
Related Items
Variable screening in multivariate linear regression with high-dimensional covariates, Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency, An additive Cox model for coronary heart disease study, Identification of biomarker‐by‐treatment interactions in randomized clinical trials with survival outcomes and high‐dimensional spaces, Variable selection and estimation for the additive hazards model subject to left-truncation, right-censoring and measurement error in covariates, Group variable selection in cardiopulmonary cerebral resuscitation data for veterinary patients, Variable Selection of Interval-Censored Failure Time Data, Estimating restricted mean treatment effects with additive-multiplicative hazards models, Estimating spatial covariance using penalised likelihood with weightedL1penalty, Identification of homogeneous and heterogeneous variables in pooled cohort studies, Least-Square Approximation for a Distributed System, Simultaneous variable selection for joint models of longitudinal and survival outcomes, A group bridge approach for component selection in nonparametric accelerated failure time additive regression model, A Bayesian Reliability Analysis of Neutron-Induced Errors in High Performance Computing Hardware, Estimation for the censored partially linear quantile regression models, Spike-and-slab type variable selection in the Cox proportional hazards model for high-dimensional features, The reciprocal Bayesian bridge for left-censored data, Simultaneous variable selection and estimation for joint models of longitudinal and failure time data with interval censoring, Stratified Cox models with time‐varying effects for national kidney transplant patients: A new blockwise steepest ascent method, Simultaneous variable selection in regression analysis of multivariate interval‐censored data, Causal effect estimation with censored outcome and covariate selection, Variable Selection for Interval‐censored Failure Time Data, Penalized h‐likelihood approach for variable selection in AFT random‐effect models, Greedy Variable Selection for High-Dimensional Cox Models, Multivariate survival analysis in big data: A divide‐and‐combine approach, Bayesian Cox regression for large-scale inference with applications to electronic health records, Adaptive bridge estimator for Cox model with a diverging number of parameters, Penalized variable selection in copula survival models for clustered time-to-event data, Variable Selection for Model-Based High-Dimensional Clustering and Its Application to Microarray Data, The expectation-maximization approach for Bayesian additive Cox regression with current status data, Unnamed Item, Efficient estimation of the maximal association between multiple predictors and a survival outcome, Accommodating Time-Varying Heterogeneity in Risk Estimation under the Cox Model: A Transfer Learning Approach, Unnamed Item, Variable selection for partially linear proportional hazards model with covariate measurement error, Analysis of noisy survival data with graphical proportional hazards measurement error models, Variable selection approach for zero-inflated count data via adaptive lasso, Constrained Factor Models for High-Dimensional Matrix-Variate Time Series, Shrinkage estimation in lognormal regression model for censored data, An overview of techniques for linking high‐dimensional molecular data to time‐to‐event endpoints by risk prediction models, Simultaneous Estimation and Variable Selection for Interval-Censored Data With Broken Adaptive Ridge Regression, Efficient and Robust Estimation of τ-year Risk Prediction Models Leveraging Time Varying Intermediate Outcomes, Variable Selection in the Cox Regression Model with Covariates Missing at Random, Penalized Generalized Quasi-Likelihood Based Variable Selection for Longitudinal Data, Oracle inequalities for the Lasso in the additive hazards model with interval-censored data, On a Principal Varying Coefficient Model, High-Dimensional Sparse Additive Hazards Regression, Variable selection for general transformation models with ranking data, Penalized and Shrinkage Estimation in the Cox Proportional Hazards Model, Variable selection in partially linear wavelet models, On the grouped selection and model complexity of the adaptive elastic net, Feature screening in ultrahigh-dimensional additive Cox model, Adaptive lasso for accelerated hazards models, Covariate Selection for the Semiparametric Additive Risk Model, Variable Selection for Panel Count Data via Non-Concave Penalized Estimating Function, Random survival forests for high‐dimensional data, Penalized regression models with autoregressive error terms, A fast adaptive Lasso for the cox regression via safe screening rules, Regularized Estimation for the Accelerated Failure Time Model, A fast algorithm for the accelerated failure time model with high-dimensional time-to-event data, Global optimal model selection for high-dimensional survival analysis, A penalized estimation for the Cox model with ordinal multinomial covariates, Adaptive lasso for linear regression models with ARMA-GARCH errors, The Dantzig Selector in Cox's Proportional Hazards Model, Unnamed Item, On the grouped selection and model complexity of the adaptive elastic net, Counterfactual Explanation of Machine Learning Survival Models, Penalised empirical likelihood for the additive hazards model with high-dimensional data, Variable selection in the additive rate model for recurrent event data, Model detection for functional polynomial regression, Regularization and variable selection in Heckman selection model, Penalized empirical likelihood inference for sparse additive hazards regression with a diverging number of covariates, Penalized variable selection in competing risks regression, Group variable selection for relative error regression, Variable selection for generalized odds rate mixture cure models with interval-censored failure time data, Oracle inequalities for the Lasso in the high-dimensional Aalen multiplicative intensity model, Automatic model selection for partially linear models, Variable selection for case-cohort studies with informatively interval-censored outcomes, Variable screening for varying coefficient models with ultrahigh-dimensional survival data, Least squares approximation with a diverging number of parameters, SCAD-penalized regression in additive partially linear proportional hazards models with an ultra-high-dimensional linear part, Model Selection for Cox Models with Time-Varying Coefficients, Identification of Partially Linear Structure in Additive Models with an Application to Gene Expression Prediction from Sequences, Regularized linear censored quantile regression, Feature selection of ultrahigh-dimensional covariates with survival outcomes: a selective review, Shrinkage Tuning Parameter Selection with a Diverging number of Parameters, A relative error-based approach for variable selection, Probability-enhanced sufficient dimension reduction for binary classification, Consistent test for parametric models with right-censored data using projections, Identification of local sparsity and variable selection for varying coefficient additive hazards models, Oracle inequalities for the lasso in the Cox model, Variable selection and structure identification for varying coefficient Cox models, Penalized generalized empirical likelihood with a diverging number of general estimating equations for censored data, Penalized empirical likelihood for semiparametric models with a diverging number of parameters, Bi-level variable selection in semiparametric transformation models with right-censored data, Focused information criterion and model averaging in censored quantile regression, Joint model-free feature screening for ultra-high dimensional semi-competing risks data, Sensitivity analysis to select the most influential risk factors in a logistic regression model, Variable selection in linear measurement error models via penalized score functions, A modified adaptive Lasso for identifying interactions in the Cox model with the heredity constraint, B spline variable selection for the single index models, Feature screening in ultrahigh-dimensional varying-coefficient Cox model, Variable selection in semiparametric hazard regression for multivariate survival data, Bayesian variable selection for survival data using inverse moment priors, Adaptive penalized weighted least absolute deviations estimation for the accelerated failure time model, Stability selection for Lasso, ridge and elastic net implemented with AFT models, Variable selection for multicategory SVM via adaptive sup-norm regularization, Weighted composite quantile estimation and variable selection method for censored regression model, Variable selection and coefficient estimation via composite quantile regression with randomly censored data, FSR methods for second-order regression models, Variable selection and prediction in biased samples with censored outcomes, On efficient calculations for Bayesian variable selection, High-dimensional additive hazards models and the lasso, On Lasso for censored data, Variable selection in Cox regression models with varying coefficients, High-dimensional influence measure, High-dimensional Cox regression analysis in genetic studies with censored survival outcomes, Double-slicing assisted sufficient dimension reduction for high-dimensional censored data, SICA for Cox's proportional hazards model with a diverging number of parameters, Variable selection via generalized SELO-penalized Cox regression models, Semiparametric model building for regression models with time-varying parameters, Penalized empirical likelihood for partially linear errors-in-variables models, Fixed and Random Effects Selection in Mixed Effects Models, High-Dimensional Variable Selection in Meta-Analysis for Censored Data, Sufficient Dimension Reduction for Censored Regressions, Model-free feature screening for high-dimensional survival data, An ordinary differential equation-based solution path algorithm, Adaptive LASSO for general transformation models with right censored data, Sparse estimation and inference for censored median regression, Sparse and efficient estimation for partial spline models with increasing dimension, On sparse estimation for semiparametric linear transformation models, Least angle and \(\ell _{1}\) penalized regression: a review, An improved variable selection procedure for adaptive Lasso in high-dimensional survival analysis, High-Dimensional Cox Models: The Choice of Penalty as Part of the Model Building Process, Bridge regression: adaptivity and group selection, Estimating differences in restricted mean lifetime using additive hazards models under dependent censoring, Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters, Lasso-type recovery of sparse representations for high-dimensional data, Bridge Estimation for Linear Regression Models with Mixing Properties, Penalized regression for interval-censored times of disease progression: Selection of HLA markers in psoriatic arthritis, Shrinkage variable selection and estimation in proportional hazards models with additive structure and high dimensionality, Biclustering via Sparse Singular Value Decomposition, Variable selection in finite mixture of semi-parametric regression models, Bi-selection in the high-dimensional additive hazards regression model, Sparse estimation of Cox proportional hazards models via approximated information criteria, Variable selection in partially linear hazard regression for multivariate failure time data, Shrinkage estimation of varying covariate effects based on quantile regression, Penalized Empirical Likelihood via Bridge Estimator in Cox's Proportional Hazard Model, A model selection approach for variable selection with censored data, A robust algorithm for explaining unreliable machine learning survival models using the Kolmogorov-Smirnov bounds, Penalized Cox's proportional hazards model for high-dimensional survival data with grouped predictors, On the distribution of the adaptive LASSO estimator, Machine learning for credit scoring: improving logistic regression with non-linear decision-tree effects, A note on adaptive group Lasso, Model pursuit and variable selection in the additive accelerated failure time model, Some aspects of response variable selection and estimation in multivariate linear regression, A predictive enrichment procedure to identify potential responders to a new therapy for randomized, comparative controlled clinical studies, Feature screening for ultrahigh-dimensional survival data when failure indicators are missing at random, Principled sure independence screening for Cox models with ultra-high-dimensional covariates, Oracle inequalities for weighted group Lasso in high-dimensional misspecified Cox models, Penalized empirical likelihood for the sparse Cox regression model, Reproducible feature selection in high-dimensional accelerated failure time models, Partially Linear Structure Selection in Cox Models with Varying Coefficients, Novel harmonic regularization approach for variable selection in Cox's proportional hazards model, On Hodges' superefficiency and merits of oracle property in model selection, A sequential feature selection procedure for high-dimensional Cox proportional hazards model, Resampling-based efficient shrinkage method for non-smooth minimands, Extended Bayesian information criterion in the Cox model with a high-dimensional feature space
