Penalized variable selection in competing risks regression
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Publication:2364037
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Cites work
- scientific article; zbMATH DE number 47282 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A Proportional Hazards Model for the Subdistribution of a Competing Risk
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- A new sparse variable selection via random-effect model
- A note on adaptive group Lasso
- A selective review of group selection in high-dimensional models
- Adaptive Lasso for Cox's proportional hazards model
- An introduction to statistical learning. With applications in R
- Bayesian Variable Selection Method for Censored Survival Data
- Clinical prediction models. A practical approach to development, validation, and updating.
- Competing risks regression for clustered data
- Competing risks regression for stratified data
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Group coordinate descent algorithms for nonconvex penalized regression
- Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors
- Model Selection and Estimation in Regression with Grouped Variables
- Model determination and estimation for the growth curve model via group SCAD penalty
- Nearly unbiased variable selection under minimax concave penalty
- Pathwise coordinate optimization
- Penalized Estimating Functions and Variable Selection in Semiparametric Regression Models
- Quantifying the predictive accuracy of time-to-event models in the presence of competing risks
- Regularization and Variable Selection Via the Elastic Net
- Regularization parameter selections via generalized information criterion
- Statistical challenges with high dimensionality: feature selection in knowledge discovery
- The Adaptive Lasso and Its Oracle Properties
- The Mnet method for variable selection
- Tuning Parameter Selection for the Adaptive Lasso Using ERIC
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Unified LASSO Estimation by Least Squares Approximation
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection for Cox's proportional hazards model and frailty model
Cited in
(19)- The Lasso on latent indices for regression modeling with ordinal categorical predictors
- A note on path-based variable selection in the penalized proportional hazards model
- Group and within-group variable selection for competing risks data
- On correlation rank screening for ultra-high dimensional competing risks data
- Bayesian variable selection for a semi-competing risks model with three hazard functions
- Variable selection in binary logistic regression for modelling bankruptcy risk
- A review on statistical and machine learning competing risks methods
- Penalized variable selection for cause-specific hazard frailty models with clustered competing-risks data
- Variable selection in competing risks models based on quantile regression
- Fast Lasso-type safe screening for Fine-Gray competing risks model with ultrahigh dimensional covariates
- Non-marginal feature screening for varying coefficient competing risks model
- Confounder selection via penalized credible regions
- Joint model-free feature screening for ultra-high dimensional semi-competing risks data
- Prediction accuracy and variable selection for penalized cause-specific hazards models
- An Empirical Comparison of Variable Selection Methods in Competing Risks Model
- Penalized variable selection procedure for Cox proportional hazards model via seamless-$\boldsymbol{L_0}$ penalty
- Scalable Algorithms for Large Competing Risks Data
- Penalised variable selection with U-estimates
- High-dimensional feature selection in competing risks modeling: a stable approach using a split-and-merge ensemble algorithm
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