Greedy Variable Selection for High-Dimensional Cox Models
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Cites work
- A stepwise regression method and consistent model selection for highdimensional sparse linear models
- Adaptive Lasso for Cox's proportional hazards model
- Boosting for high-dimensional linear models
- Censored rank independence screening for high-dimensional survival data
- Conditional screening for ultra-high dimensional covariates with survival outcomes
- Extended Bayesian information criterion in the Cox model with a high-dimensional feature space
- Forward regression for Cox models with high-dimensional covariates
- Forward regression for ultra-high dimensional variable screening
- Greedy approximation in convex optimization
- Minimax Rates of Estimation for High-Dimensional Linear Regression Over \ell_q-Balls
- Model selection for high-dimensional linear regression with dependent observations
- Non-asymptotic oracle inequalities for the high-dimensional Cox regression via Lasso
- Regularization for Cox's proportional hazards model with NP-dimensionality
- Restricted strong convexity implies weak submodularity
- Signal Recovery From Random Measurements Via Orthogonal Matching Pursuit
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Variable selection for Cox's proportional hazards model and frailty model
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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