Penalized Estimating Functions and Variable Selection in Semiparametric Regression Models
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Cited in
(only showing first 100 items - show all)- On the distribution of the adaptive LASSO estimator
- A note on optimal weights and variable selections for multivariate survival data
- Data mining for longitudinal data under multicollinearity and time dependence using penalized generalized estimating equations
- Estimation and variable selection for proportional response data with partially linear single-index models
- Modified SCAD penalty for constrained variable selection problems
- LAD variable selection for linear models with randomly censored data
- On Lasso for censored data
- Majorization-minimization algorithms for nonsmoothly penalized objective functions
- Automatic grouping using smooth-threshold estimating equations
- Low-dimensional confounder adjustment and high-dimensional penalized estimation for survival analysis
- Model identification and selection for single-index varying-coefficient models
- Broken adaptive ridge regression for right-censored survival data
- A split-and-conquer variable selection approach for high-dimensional general semiparametric models with massive data
- \(\ell_0\)-regularized high-dimensional accelerated failure time model
- Adaptive penalized weighted least absolute deviations estimation for the accelerated failure time model
- Variable selection and estimation for longitudinal survey data
- New inference procedures for semiparametric varying-coefficient partially linear Cox models
- Model detection and estimation for single-index varying coefficient model
- Penalized variable selection in competing risks regression
- Penalized estimation equation for an extended single-index model
- Identifiability in penalized function-on-function regression models
- Model detection and variable selection for varying coefficient models with longitudinal data
- Model selection and inference for censored lifetime medical expenditures
- Addressing issues associated with evaluating prediction models for survival endpoints based on the concordance statistic
- Resampling-based efficient shrinkage method for non-smooth minimands
- Variable selection and prediction with incomplete high-dimensional data
- Adaptive lasso variable selection for the accelerated failure models
- On path restoration for censored outcomes
- Penalized generalized estimating equations for high-dimensional longitudinal data analysis
- Fixed and Random Effects Selection in Mixed Effects Models
- Variable selection for panel count data via non-concave penalized estimating function
- Joint estimation and variable selection for mean and dispersion in proper dispersion models
- 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
- Simultaneous variable selection for joint models of longitudinal and survival outcomes
- Penalised variable selection with U-estimates
- Penalized profiled semiparametric estimating functions
- Adjusted regularized estimation in the accelerated failure time model with high dimensional covariates
- Variable selection in robust regression models for longitudinal data
- Model selection for generalized estimating equations accommodating dropout missingness
- High-dimensional generalized semiparametric model for longitudinal data
- Variable Selection with Multiply-Imputed Datasets: Choosing Between Stacked and Grouped Methods
- Generalized signed-rank estimation and selection for the functional linear model
- Robust estimation and selection for single-index regression model
- Robust rank-based variable selection in double generalized linear models with diverging number of parameters under adaptive Lasso
- Ensemble estimation and variable selection with semiparametric regression models
- Robust signed-rank variable selection in linear regression
- Auxiliary Marker-Assisted Classification in the Absence of Class Identifiers
- scientific article; zbMATH DE number 5224884 (Why is no real title available?)
- scientific article; zbMATH DE number 5060407 (Why is no real title available?)
- Variable selection and estimation for partially linear single-index models with longitudinal data
- Simultaneous variable selection and estimation for joint models of longitudinal and failure time data with interval censoring
- Improving Trial Generalizability Using Observational Studies
- Causal effect estimation with censored outcome and covariate selection
- Ultra high‐dimensional semiparametric longitudinal data analysis
- Poststratification fusion learning in longitudinal data analysis
- Penalized joint generalized estimating equations for longitudinal binary data
- Bayesian analysis of longitudinal data via empirical likelihood
- Double bias correction for high-dimensional sparse additive hazards regression with covariate measurement errors
- Ultra-High Dimensional Quantile Regression for Longitudinal Data: An Application to Blood Pressure Analysis
- Robust and smoothing variable selection for quantile regression models with longitudinal data
- Efficient estimation of the maximal association between multiple predictors and a survival outcome
- Survival ensembles by the sum of pairwise differences with application to lung cancer microarray studies
- Variable selection for semiparametric varying-coefficient partially linear models with missing response at random
- Covariate selection for multilevel models with missing data
- Variable selection for high-dimensional incomplete data
- Reproducible learning for accelerated failure time models via deep knockoffs
- Variable selection in the presence of missing data: imputation-based methods
- A modified Nadaraya–Watson procedure for variable selection and nonparametric prediction with missing data
- Complete f-moment convergence for arrays of random variables and its applications in semiparametric and EV regression models
- Variable selection in semiparametric regression models for longitudinal data with informative observation times
- Variable selection in competing risks models based on quantile regression
- Ascertaining properties of weighting in the estimation of optimal treatment regimes under monotone missingness
- Improvement screening for ultra-high dimensional data with censored survival outcomes and varying coefficients
- Censored broken adaptive ridge regression in high-dimension
- Information projection approach to smoothed propensity score weighting for handling selection bias under missing at random
- Computationally efficient likelihood-based estimation and variable selection for the Cox model with incomplete covariates
- Variable selection for the mean residual life model with right-censored survival data
- Refitted cross-validation estimation for high-dimensional subsamples from low-dimension full data
- Variable selection in high-dimensional varying coefficient panel data models with fixed effects
- A model identification and selection method for varying coefficient EV models with missing responses
- Penalized robust estimating equation and variable selection in a partially linear single-index varying-coefficient model
- A Newton-type method for _0-regularized accelerated failure time model under the case-cohort design
- Penalized G-estimation for effect modifier selection in a structural nested mean model for repeated outcomes
- Variable selection in subdistribution hazard frailty models with competing risks data
- Penalized maximum likelihood estimation with nonparametric Gaussian scale mixture errors
- Optimization of individualized dynamic treatment regimes for recurrent diseases
- A general semiparametric hazards regression model: efficient estimation and structure selection
- Variable selection for distribution-free models for longitudinal zero-inflated count responses
- Gradient-induced variable selection in reproducing kernel Hilbert space for survival analysis
- PDAS: a Newton-type method for L₀ regularized accelerated failure time model
- Regularized inverse covariance estimation for longitudinal data with informative dropout
- Flexible variable selection in the presence of missing data
- Q-learning via deep learning-based Buckley-James method for non-linear censored data
- Variable selection for stratified sampling designs in semiparametric accelerated failure time models with clustered failure times
- Counterfactual Q-learning via the linear Buckley-James method for longitudinal survival data
- Non-convex group penalized variable selection for high-dimensional varying coefficient panel data models with fixed effects using auxiliary regression
- A tutorial on rank-based coefficient estimation for censored data in small- and large-scale problems
- Model detection and estimation for varying coefficient panel data models with fixed effects
- Functional index coefficient models with variable selection
- Sparse estimation and inference for censored median regression
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