On sparse estimation for semiparametric linear transformation models
From MaRDI portal
Recommendations
- Variable selection in semiparametric transformation models for right-censored data
- On estimation of partially linear transformation models
- Semiparametric analysis of transformation models with censored data
- Semiparametric transformation models and the missing information principle
- Estimation in a class of semiparametric transformation models
Cites work
- scientific article; zbMATH DE number 3123545 (Why is no real title available?)
- scientific article; zbMATH DE number 3776683 (Why is no real title available?)
- scientific article; zbMATH DE number 49697 (Why is no real title available?)
- scientific article; zbMATH DE number 490141 (Why is no real title available?)
- scientific article; zbMATH DE number 3385132 (Why is no real title available?)
- A Marginal Likelihood Approach to Estimation in Frailty Models
- A note on path-based variable selection in the penalized proportional hazards model
- A numerical model for the isolation of moving-load induced vibrations by pile rows embedded in layered porous media
- Adaptive Lasso for Cox's proportional hazards model
- Analysis of transformation models with censored data
- Asymptotic Statistics
- Asymptotical Analysis of Semiparametric Models in Survival Analysis and Accelerated Life Testing
- Asymptotics in statistics: some basic concepts
- Efficient estimation of semiparametric transformation models for counting processes
- Estimation and Testing in a Two-Sample Generalized Odds-Rate Model
- Estimation in a class of semiparametric transformation models
- Exponential survivals with censoring and explanatory variables
- Heuristics of instability and stabilization in model selection
- Least angle regression. (With discussion)
- Maximum Likelihood Estimation in the Proportional Odds Model
- Miscellanea. On the linear transformation model for censored data
- Modeling survival data: extending the Cox model
- On the ``degrees of freedom of the lasso
- One-step sparse estimates in nonconcave penalized likelihood models
- Partial likelihood
- Penalized Estimating Equations
- Penalized Estimating Functions and Variable Selection in Semiparametric Regression Models
- Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data
- Quantile regression in transformation models
- Regression coefficient and autoregressive order shrinkage and selection via the lasso
- Semiparametric Transformation Models With Random Effects for Recurrent Events
- Semiparametric analysis of transformation models with censored data
- Statistical analysis of the generalized linear proportional hazards model
- Statistical models based on counting processes
- The Adaptive Lasso and Its Oracle Properties
- Unified LASSO Estimation by Least Squares Approximation
- Variable selection for Cox's proportional hazards model and frailty model
Cited in
(7)- Adaptive LASSO for general transformation models with right censored data
- Adjusted regularized estimation in the accelerated failure time model with high dimensional covariates
- A semiparametric linear transformation model to estimate causal effects for survival data
- Optimal prediction in the linearly transformed spiked model
- LAD variable selection for linear models with randomly censored data
- B spline variable selection for the single index models
- Optimal estimation of slope vector in high-dimensional linear transformation models
This page was built for publication: On sparse estimation for semiparametric linear transformation models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q972891)
