Pages that link to "Item:Q4916944"

The following pages link to High-Dimensional Sparse Additive Hazards Regression (Q4916944):

Displaying 27 items.

• A modified adaptive Lasso for identifying interactions in the Cox model with the heredity constraint (Q395986) (← links)
• A regularized variable selection procedure in additive hazards model with stratified case-cohort design (Q725417) (← links)
• Variable selection via generalized SELO-penalized linear regression models (Q1640691) (← links)
• On the sign consistency of the Lasso for the high-dimensional Cox model (Q1661333) (← links)
• Identification of local sparsity and variable selection for varying coefficient additive hazards models (Q1662933) (← links)
• Variable selection via generalized SELO-penalized Cox regression models (Q1738526) (← links)
• Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters (Q2032189) (← links)
• Bi-selection in the high-dimensional additive hazards regression model (Q2044320) (← links)
• Feature screening for ultrahigh-dimensional survival data when failure indicators are missing at random (Q2065267) (← links)
• Penalized generalized empirical likelihood with a diverging number of general estimating equations for censored data (Q2176636) (← links)
• Joint feature screening for ultra-high-dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator (Q2330524) (← links)
• Penalized empirical likelihood inference for sparse additive hazards regression with a diverging number of covariates (Q2361478) (← links)
• Regularized estimation in sparse high-dimensional multivariate regression, with application to a DNA methylation study (Q2406186) (← links)
• Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space (Q2861817) (← links)
• Tests for Coefficients in High-dimensional Additive Hazard Models (Q2949866) (← links)
• An ADMM with continuation algorithm for non-convex SICA-penalized regression in high dimensions (Q4960646) (← links)
• (Q5004055) (← links)
• Variable selection and estimation for the additive hazards model subject to left-truncation, right-censoring and measurement error in covariates (Q5037116) (← links)
• Variable Selection of Interval-Censored Failure Time Data (Q5050428) (← links)
• <i>L</i>₀-Regularized Learning for High-Dimensional Additive Hazards Regression (Q5058017) (← links)
• Non-marginal feature screening for additive hazard model with ultrahigh-dimensional covariates (Q5079906) (← links)
• A primal dual active set with continuation algorithm for high-dimensional nonconvex SICA-penalized regression (Q5107360) (← links)
• Penalised empirical likelihood for the additive hazards model with high-dimensional data (Q5266567) (← links)
• The Lasso for High Dimensional Regression with a Possible Change Point (Q5743231) (← links)
• Simultaneous variable selection in regression analysis of multivariate interval‐censored data (Q6055684) (← links)
• Variable Selection for Interval‐censored Failure Time Data (Q6067573) (← links)
• Double bias correction for high-dimensional sparse additive hazards regression with covariate measurement errors (Q6099545) (← links)