Penalized variable selection in competing risks regression
DOI10.1007/S10985-016-9362-3zbMATH Open1402.62164OpenAlexW2331759487WikidataQ39887514 ScholiaQ39887514MaRDI QIDQ2364037FDOQ2364037
Authors: Zhixuan Fu, Chirag R. Parikh, Bingqing Zhou 
Publication date: 17 July 2017
Published in: Lifetime Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10985-016-9362-3
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parameter estimationvariable selectioncompeting risksgroup variable selectioncumulative incidence functionoracle propertiesproportional subdistribution hazardpenalized variable selection
Asymptotic properties of parametric estimators (62F12) Estimation in survival analysis and censored data (62N02) Applications of statistics to biology and medical sciences; meta analysis (62P10) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cites Work
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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
- Variable selection in binary logistic regression for modelling bankruptcy risk
- Bayesian variable selection for a semi-competing risks model with three hazard functions
- 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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