Pages that link to "Item:Q2364037"
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The following pages link to Penalized variable selection in competing risks regression (Q2364037):
Displaying 12 items.
- Group and within-group variable selection for competing risks data (Q725412) (← links)
- Non-marginal feature screening for varying coefficient competing risks model (Q2081764) (← links)
- Joint model-free feature screening for ultra-high dimensional semi-competing risks data (Q2181545) (← links)
- The LASSO on latent indices for regression modeling with ordinal categorical predictors (Q2189591) (← links)
- Scalable Algorithms for Large Competing Risks Data (Q5066454) (← links)
- On correlation rank screening for ultra-high dimensional competing risks data (Q5865416) (← links)
- High-dimensional feature selection in competing risks modeling: a stable approach using a split-and-merge ensemble algorithm (Q6550301) (← links)
- Variable selection in binary logistic regression for modelling bankruptcy risk (Q6615795) (← links)
- A review on statistical and machine learning competing risks methods (Q6625438) (← links)
- Penalized variable selection for cause-specific hazard frailty models with clustered competing-risks data (Q6628197) (← links)
- Variable selection in competing risks models based on quantile regression (Q6628725) (← links)
- Fast Lasso-type safe screening for Fine-Gray competing risks model with ultrahigh dimensional covariates (Q6629344) (← links)
