Identification of local sparsity and variable selection for varying coefficient additive hazards models
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Publication:1662933
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Cites work
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- scientific article; zbMATH DE number 1834429 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A group bridge approach for variable selection
- A partly parametric additive risk model
- Adaptive Lasso for Cox's proportional hazards model
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- An Additive–Multiplicative Cox–Aalen Regression Model
- Asymptotics for Lasso-type estimators.
- Efficient Estimation of Fixed and Time‐varying Covariate Effects in Multiplicative Intensity Models
- Efficient estimation for the Cox model with varying coefficients
- Failure Time Regression With Continuous Covariates Measured With Error
- Functional linear model with zero-value coefficient function at sub-regions
- Functional linear regression that's interpretable
- Goodness-of-fit test of the stratified mark-specific proportional hazards model with continuous mark
- High-Dimensional Sparse Additive Hazards Regression
- Joint structure selection and estimation in the time-varying coefficient Cox model
- Local partial-likelihood estimation for lifetime data
- Model Selection and Estimation in Regression with Grouped Variables
- Model selection for Cox models with time-varying coefficients
- Nearly unbiased variable selection under minimax concave penalty
- Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
- Nonparametric survival analysis with time-dependent covariate effects: A penalized partial likelihood approach
- On fitting Cox's regression model with time-dependent coefficients
- On the Cox Model With Time-Varying Regression Coefficients
- Partially Linear Additive Hazards Regression With Varying Coefficients
- Semiparametric Time-Varying Coefficients Regression Model for Longitudinal Data
- Semiparametric analysis of the additive risk model
- Shrinkage estimation of the varying coefficient model
- Statistical estimation in varying coefficient models
- The Adaptive Lasso and Its Oracle Properties
- Time-dependent coefficients in a Cox-type regression model
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection for Cox's proportional hazards model and frailty model
- Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
- Variable selection in semiparametric transformation models for right-censored data
- Varying coefficient transformation models with censored data
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
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