Pages that link to "Item:Q5450464"

The following pages link to Doubly Penalized Buckley–James Method for Survival Data with High‐Dimensional Covariates (Q5450464):

Displaying 17 items.

• Variable selection for survival data with a class of adaptive elastic net techniques (Q294255) (← links)
• Variable selection in the accelerated failure time model via the bridge method (Q746027) (← links)
• An easy-to-implement hierarchical standardization for variable selection under strong heredity constraint (Q777839) (← links)
• Lower confidence limit for reliability based on grouped data using a quantile-filling algorithm (Q1623478) (← links)
• Sparse integrative clustering of multiple omics data sets (Q1951531) (← links)
• On Lasso for censored data (Q1951988) (← links)
• Model pursuit and variable selection in the additive accelerated failure time model (Q2062404) (← links)
• Broken adaptive ridge regression for right-censored survival data (Q2075449) (← links)
• Bayesian penalized Buckley-James method for high dimensional bivariate censored regression models (Q2134161) (← links)
• Stability selection for Lasso, ridge and elastic net implemented with AFT models (Q2195264) (← links)
• Penalized spline estimation in varying coefficient models with censored data (Q2273026) (← links)
• Penalized Gaussian Process Regression and Classification for High-Dimensional Nonlinear Data (Q2893384) (← links)
• High-Dimensional Variable Selection in Meta-Analysis for Censored Data (Q3013980) (← links)
• Variable Selection for Panel Count Data via Non-Concave Penalized Estimating Function (Q3077761) (← links)
• A fast algorithm for the accelerated failure time model with high-dimensional time-to-event data (Q3390327) (← links)
• Estimating Mean Survival Time: When is it Possible? (Q5251484) (← links)
• Weighted least squares model averaging for accelerated failure time models (Q6115536) (← links)