Adaptive lasso variable selection for the accelerated failure models
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- Variable selection in semiparametric transformation models for right-censored data
- Variable selection for survival data with a class of adaptive elastic net techniques
Cites work
- M-estimation in censored linear models
- A large sample study of rank estimation for censored regression data
- A note on Buckley-James estimators for censored data
- Consistent estimation under random censorship when covariables are present
- Estimating regression parameters using linear rank tests for censored data
- Estimation in a linear regression model with censored data
- Least angle regression. (With discussion)
- Least squares regression with censored data
- Linear regression with censored data
- Modeling survival data: extending the Cox model
- On Lasso for censored data
- Penalized Estimating Functions and Variable Selection in Semiparametric Regression Models
- Rank-based inference for the accelerated failure time model
- Regression analysis with randomly right-censored data
- Regularized Estimation for the Accelerated Failure Time Model
- Regularized Estimation in the Accelerated Failure Time Model with High-Dimensional Covariates
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- The Adaptive Lasso and Its Oracle Properties
- Variable Selection in Semiparametric Linear Regression with Censored Data
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection for Cox's proportional hazards model and frailty model
- Weak convergence and empirical processes. With applications to statistics
Cited in
(24)- A modified adaptive Lasso for identifying interactions in the Cox model with the heredity constraint
- Efficient regularized estimation of graphical proportional hazards model with interval-censored data
- Bayesian estimation and variable selection of accelerate failure time models
- Gradient-induced variable selection in reproducing kernel Hilbert space for survival analysis
- Penalized variable selection for accelerated failure time models with random effects
- Covariate selection for accelerated failure time data
- A fast algorithm for the accelerated failure time model with high-dimensional time-to-event data
- Variable selection for survival data with a class of adaptive elastic net techniques
- Right-censored models by the expectile method
- Bayesian penalized Buckley-James method for high dimensional bivariate censored regression models
- Adaptive group bridge selection in the semiparametric accelerated failure time model
- An improved variable selection procedure for adaptive Lasso in high-dimensional survival analysis
- Shrinkage estimation in lognormal regression model for censored data
- Renewable risk assessment of heterogeneous streaming time-to-event cohorts
- A relative error-based approach for variable selection
- Perturbation bootstrap in adaptive Lasso
- Right-censored models on massive data
- Using adaptive methods to select variables in case-control studies
- Model pursuit and variable selection in the additive accelerated failure time model
- Bayesian analysis of penalized quantile regression for longitudinal data
- Adaptive-Cox model averaging for right-censored data
- Variable selection in the accelerated failure time model via the bridge method
- Variable selection for semiparametric accelerated failure time models with nonignorable missing data
- Adaptive Lasso for Cox's proportional hazards model
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