Quantile forward regression for high-dimensional survival data
From MaRDI portal
Publication:6092305
DOI10.1007/S10985-023-09603-WMaRDI QIDQ6092305
Eun Ryung Lee, Seyoung Park, Sang-Kyu Lee, Hyokyoung Grace Hong
Publication date: 23 November 2023
Published in: Lifetime Data Analysis (Search for Journal in Brave)
Applications of statistics to biology and medical sciences; meta analysis (62P10) Survival analysis and censored data (62Nxx)
Cites Work
- Unnamed Item
- Sure independence screening in generalized linear models with NP-dimensionality
- FIRST: combining forward iterative selection and shrinkage in high dimensional sparse linear regression
- Improved variable selection with forward-lasso adaptive shrinkage
- Hypothesis testing of varying coefficients for regional quantiles
- Globally adaptive quantile regression with ultra-high dimensional data
- A selective overview of feature screening for ultrahigh-dimensional data
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Conditional screening for ultra-high dimensional covariates with survival outcomes
- Limiting distributions for \(L_1\) regression estimators under general conditions
- Weak convergence and empirical processes. With applications to statistics
- A quantile regression estimator for censored data
- Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
- Forward regression for Cox models with high-dimensional covariates
- Screening and selection for quantile regression using an alternative measure of variable importance
- Hypothesis testing for regional quantiles
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
- Forward Regression for Ultra-High Dimensional Variable Screening
- Median Regression with Censored Cost Data
- Extended Bayesian information criteria for model selection with large model spaces
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- Goodness of Fit and Related Inference Processes for Quantile Regression
- Sure Independence Screening for Ultrahigh Dimensional Feature Space
- Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
- Model Selection via Bayesian Information Criterion for Quantile Regression Models
- Sequential Lasso Cum EBIC for Feature Selection With Ultra-High Dimensional Feature Space
- Building generalized linear models with ultrahigh dimensional features: A sequentially conditional approach
- Bayesian quantile regression
- Partially linear additive quantile regression in ultra-high dimension
- Forward variable selection for ultra-high dimensional quantile regression models
- Low-Rank Regression Models for Multiple Binary Responses and their Applications to Cancer Cell-Line Encyclopedia Data
This page was built for publication: Quantile forward regression for high-dimensional survival data
