Broken adaptive ridge regression for right-censored survival data
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Publication:2075449
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Cites work
- A new look at the statistical model identification
- Asymptotic normality of the `synthetic data' regression estimator for censored survival data
- Broken adaptive ridge regression and its asymptotic properties
- Consistent estimation under random censorship when covariables are present
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- Doubly Penalized Buckley–James Method for Survival Data with High‐Dimensional Covariates
- Estimating the dimension of a model
- Extended Bayesian information criteria for model selection with large model spaces
- Heuristics of instability and stabilization in model selection
- scientific article; zbMATH DE number 1834429 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 3385132 (Why is no real title available?)
- Likelihood-based selection and sharp parameter estimation
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- Linear regression with censored data
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- Model-free feature screening for ultrahigh-dimensional data
- Nearly unbiased variable selection under minimax concave penalty
- On Lasso for censored data
- On the asymptotic properties of the group lasso estimator for linear models
- Penalized Estimating Functions and Variable Selection in Semiparametric Regression Models
- Regression analysis with randomly right-censored data
- Regularization and Variable Selection Via the Elastic Net
- Regularized Estimation for the Accelerated Failure Time Model
- Regularized Estimation in the Accelerated Failure Time Model with High-Dimensional Covariates
- Simultaneous Estimation and Variable Selection for Interval-Censored Data With Broken Adaptive Ridge Regression
- Some Comments on C P
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- The Adaptive Lasso and Its Oracle Properties
- The broken adaptive ridge procedure and its applications
- The Dantzig selector for censored linear regression models
- The risk inflation criterion for multiple regression
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- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(6)- Variable selection in proportional odds model with informatively interval-censored data
- Censored broken adaptive ridge regression in high-dimension
- Penalized variable selection with broken adaptive ridge regression for semi-competing risks data
- Adaptive ridge approach to heteroscedastic regression
- Variable selection in the joint frailty model of recurrent and terminal events using broken adaptive ridge regression
- Variable selection with broken adaptive ridge regression for interval-censored competing risks data
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