An improved variable selection procedure for adaptive Lasso in high-dimensional survival analysis
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Publication:2274696
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Cites work
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Adaptive Lasso for Cox's proportional hazards model
- On the adaptive elastic net with a diverging number of parameters
- One-step sparse estimates in nonconcave penalized likelihood models
- Regularization and Variable Selection Via the Elastic Net
- Score test variable screening
- Statistics for high-dimensional data. Methods, theory and applications.
- Survival Model Predictive Accuracy and ROC Curves
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection for Cox's proportional hazards model and frailty model
- \(L_{1}\) penalized estimation in the Cox proportional hazards model
- \(p\)-values for high-dimensional regression
Cited in
(8)- scientific article; zbMATH DE number 7404049 (Why is no real title available?)
- Hierarchical false discovery rate control for high-dimensional survival analysis with interactions
- Variable selection for generalized odds rate mixture cure models with interval-censored failure time data
- On the use of cross-validation for the calibration of the adaptive Lasso
- A three-stage approach to identify biomarker signatures for cancer genetic data with survival endpoints
- High-Dimensional Variable Selection for Survival Data
- Reproducible feature selection in high-dimensional accelerated failure time models
- On the performance of adaptive preprocessing technique in analyzing high-dimensional censored data
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