Partially linear structure selection in Cox models with varying coefficients
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Cites work
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 3385132 (Why is no real title available?)
- scientific article; zbMATH DE number 2222296 (Why is no real title available?)
- A class of partially linear single-index survival models
- A simplified method of calculating an overall goodness-of-fit test for the Cox proportional hazards model
- Adaptive Lasso for Cox's proportional hazards model
- Analysis of Survival Data under the Proportional Hazards Model
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
- Consistent variable selection in additive models
- Efficient estimation of the partly linear additive Cox model
- Estimation and variable selection for generalized additive partial linear models
- Estimation and variable selection for semiparametric additive partial linear models
- Hazard models with varying coefficients for multivariate failure time data
- Heuristics of instability and stabilization in model selection
- High-dimensional additive modeling
- Linear or nonlinear? Automatic structure discovery for partially linear models
- Local likelihood and local partial likelihood in hazard regression
- Model Selection and Estimation in Regression with Grouped Variables
- Model selection in nonparametric hazard regression
- Nearly unbiased variable selection under minimax concave penalty
- Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors
- Nonparametric estimation in the Cox model
- One-step sparse estimates in nonconcave penalized likelihood models
- Partially Linear Hazard Regression for Multivariate Survival Data
- Penalized generalized estimating equations for high-dimensional longitudinal data analysis
- Penalized variable selection procedure for Cox models with semiparametric relative risk
- Polynomial spline estimation of partially linear single-index proportional hazards regression models
- Regularization for Cox's proportional hazards model with NP-dimensionality
- SCAD-penalized regression in high-dimensional partially linear models
- Shrinkage estimation of the varying coefficient model
- Sparsistency and rates of convergence in large covariance matrix estimation
- Survival ensembles
- The Adaptive Lasso and Its Oracle Properties
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection and estimation in high-dimensional varying-coefficient models
- Variable selection for Cox's proportional hazards model and frailty model
- Variable selection in nonparametric additive models
- Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
- Variable selection in semiparametric regression modeling
Cited in
(23)- A modified adaptive Lasso for identifying interactions in the Cox model with the heredity constraint
- Robust model structure recovery for ultra-high-dimensional varying-coefficient models
- New inference procedures for semiparametric varying-coefficient partially linear Cox models
- Inference for partly linear additive Cox models
- Residuals based Kolmogorov-Smirnov and Cramér-von Mises tests for varying coefficient models
- Model averaging prediction for survival data with time-dependent effects
- Rank-based estimation in the \(\ell_1\)-regularized partly linear model for censored outcomes with application to integrated analyses of clinical predictors and gene expression data
- Semiparametric model averaging method for survival probability predictions of patients
- A novel two-stage calibration framework for correlation estimation under multiplicative distortions
- Sparse Learning and Structure Identification for Ultrahigh-Dimensional Image-on-Scalar Regression
- Variance function additive partial linear models
- A revisit to Pearson correlation coefficient under multiplicative distortions
- Model pursuit and variable selection in the additive accelerated failure time model
- Variable selection and structure identification for varying coefficient Cox models
- Spatiotemporal heterogeneity learning: generalized spatiotemporal semi-varying coefficient models with structure identification
- Partially linear single index Cox regression model in nested case-control studies
- Linear regression models with multiplicative distortions under new identifiability conditions
- Local partial-likelihood estimation for lifetime data
- Joint structure selection and estimation in the time-varying coefficient Cox model
- Discovering model structure for partially linear models
- Robust estimation and model identification for longitudinal data varying-coefficient model
- Automatic structure identification and variable selection for additive accelerated failure time model with ultra high dimensional covariates
- Shrinkage estimation for identification of linear components in composite quantile additive models
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