Robust variable selection of joint frailty model for panel count data

DOI10.1016/J.JMVA.2018.04.003MaRDI QIDQ1661331zbMATH OpenOpenAlexWikidataFDO

Authors Xianyi Wu, Xian Zhou, Weiwei Wang, Xiaobing Zhao

Publication date 16 August 2018

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2018.04.003

zbMATH Keywords

variable selectionquantile regressionpanel count datajoint frailty model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12)

Recommendations

• Robust estimation of semiparametric transformation model for panel count data
• Variable selection for panel count data via non-concave penalized estimating function
• Robust estimation for panel count data with informative observation times and censoring times
• Semiparametric regression analysis of panel count data with time-dependent covariates and informative observation and censoring times
• Analysis of Panel Count Data with Dependent Observation Times

Cites work

• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• scientific article; zbMATH DE number 3101307 (Why is no real title available?)
• An Adaptive Estimation of Dimension Reduction Space
• Analyzing panel count data with a dependent observation process and a terminal event
• Asymptotic properties of the product limit estimate under random truncation
• Asymptotics for Lasso-type estimators.
• Clustered Mixed Nonhomogeneous Poisson Process Spline Models for the Analysis of Recurrent Event Panel Data
• Estimation of semiparametric regression model with longitudinal data
• FIDUCIAL LIMITS OF THE PARAMETER OF A DISCONTINUOUS DISTRIBUTION
• Joint Modeling and Estimation for Recurrent Event Processes and Failure Time Data
• Joint variable selection for fixed and random effects in linear mixed-effects models
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Local likelihood and local partial likelihood in hazard regression
• Nearly unbiased variable selection under minimax concave penalty
• Oracle model selection for nonlinear models based on weighted composite quantile regression
• Quantiles for Counts
• Recurrent events analysis in the presence of terminal event and zero-recurrence subjects
• Robust estimation for panel count data with informative observation times
• Semiparametric analysis of panel count data with correlated observation and follow-up times
• Semiparametric estimation methods for panel count data using monotone \(B\)-splines
• Semiparametric regression analysis of panel count data with informative observation times
• Shrinkage estimation of the varying coefficient model
• Statistical analysis of panel count data
• The Adaptive Lasso and Its Oracle Properties
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable selection and estimation for multivariate panel count data via the seamless-\(L_0\) penalty
• Variable selection for Cox's proportional hazards model and frailty model
• Variable selection for panel count data via non-concave penalized estimating function
• Variable selection in high-dimensional partially linear additive models for composite quantile regression

Cited in

(4)

• Robust estimation of semiparametric transformation model for panel count data
• Variable selection in joint frailty models of recurrent and terminal events
• Quantile estimation of partially varying coefficient model for panel count data with informative observation times
• Variable selection for panel count data via non-concave penalized estimating function

This page was built for publication: Robust variable selection of joint frailty model for panel count data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1661331)