Bi-selection in the high-dimensional additive hazards regression model
From MaRDI portal
Publication:2044320
Recommendations
- Variable selection and structure estimation for ultrahigh-dimensional additive hazards models
- Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters
- Hierarchically penalized additive hazards model with diverging number of parameters
- Shrinkage variable selection and estimation in proportional hazards models with additive structure and high dimensionality
- Penalized empirical likelihood inference for sparse additive hazards regression with a diverging number of covariates
Cites work
- A group bridge approach for variable selection
- A unified approach to model selection and sparse recovery using regularized least squares
- Adaptive Lasso for Cox's proportional hazards model
- Blockwise sparse regression
- Bridge regression: adaptivity and group selection
- Comments on: ``Wavelets in statistics: a review by A. Antoniadis
- Covariate selection for the semiparametric additive risk model
- Cox's regression model for counting processes: A large sample study
- Efficient estimation of the partly linear additive Cox model
- Group selection in the Cox model with a diverging number of covariates
- High-Dimensional Sparse Additive Hazards Regression
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Model Selection and Estimation in Regression with Grouped Variables
- Nearly unbiased variable selection under minimax concave penalty
- Nonconcave Penalized Likelihood With NP-Dimensionality
- Oracle inequalities and selection consistency for weighted Lasso in high-dimensional additive hazards model
- Penalized empirical likelihood inference for sparse additive hazards regression with a diverging number of covariates
- Penalized methods for bi-level variable selection
- Regularization for Cox's proportional hazards model with NP-dimensionality
- Regularized \(M\)-estimators with nonconvexity: statistical and algorithmic theory for local optima
- Semiparametric analysis of the additive risk model
- Sieve estimation of Cox models with latent structures
- Tests for coefficients in high-dimensional additive hazard models
- The Adaptive Lasso and Its Oracle Properties
- The composite absolute penalties family for grouped and hierarchical variable selection
- Variable selection for Cox's proportional hazards model and frailty model
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(8)- Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters
- Bi-level feature selection in high dimensional AFT models with applications to a genomic study
- Bi-level variable selection in semiparametric transformation models with right-censored data
- L0-Regularized Learning for High-Dimensional Additive Hazards Regression
- Variable selection and structure estimation for ultrahigh-dimensional additive hazards models
- Best subset selection with shrinkage: sparse additive hazards regression with the grouping effect
- Conditional inference for ultrahigh-dimensional additive hazards model
- Doubly regularized Cox regression for high-dimensional survival data with group structures
This page was built for publication: Bi-selection in the high-dimensional additive hazards regression model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2044320)
