Gradient-induced variable selection in reproducing kernel Hilbert space for survival analysis
From MaRDI portal
Cites work
- 10.1162/153244302760200713
- A nonparametric survival function estimator via censored kernel quantile regressions
- A unified penalized method for sparse additive quantile models: an RKHS approach
- Adaptive Lasso for Cox's proportional hazards model
- Adaptive lasso variable selection for the accelerated failure models
- Analysis of noisy survival data with graphical proportional hazards measurement error models
- Asymptotic properties of a generalized kaplan-meier estimator with some applications
- Censored Regression Quantiles
- Consistent selection of tuning parameters via variable selection stability
- Convergence of stochastic processes
- Cox's regression model for counting processes: A large sample study
- Efficient kernel-based variable selection with sparsistency
- Estimation and variable selection for quantile partially linear single-index models
- Estimation by polynomial splines with variable selection in additive Cox models
- GACV for quantile smoothing splines
- Global Bahadur representation for nonparametric censored regression quantiles and its applications
- High-dimensional single-index models with censored responses
- Introduction to empirical processes and semiparametric inference
- Learning sparse conditional distribution: an efficient kernel-based approach
- Learning theory estimates via integral operators and their approximations
- Locally weighted censored quantile regression
- Median Regression with Censored Cost Data
- Multi-step adaptive elastic-net: reducing false positives in high-dimensional variable selection
- Nonparametric sparsity and regularization
- Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space
- Penalized Estimating Functions and Variable Selection in Semiparametric Regression Models
- Quantile Regression in Reproducing Kernel Hilbert Spaces
- Quantile smoothing splines
- Randomly censored partially linear single-index models
- Regression Quantiles
- Regularized Estimation for the Accelerated Failure Time Model
- Regularized Estimation in the Accelerated Failure Time Model with High-Dimensional Covariates
- The strong law under random censorship
- Uniform Bahadur representation for nonparametric censored quantile regression: a redistribution-of-mass approach
- Variable selection and estimation for the additive hazards model subject to left-truncation, right-censoring and measurement error in covariates
- Variable selection for censored quantile regresion
- Variable selection for Cox's proportional hazards model and frailty model
- Variable selection for high-dimensional partly linear additive Cox model with application to Alzheimer's disease
- Variable selection for survival data with a class of adaptive elastic net techniques
- Variable selection in partly linear regression model with diverging dimensions for right censored data
This page was built for publication: Gradient-induced variable selection in reproducing kernel Hilbert space for survival analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6967430)
