A new sparse variable selection via random-effect model
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Publication:2637604
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Cites work
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- Variable selection using MM algorithms
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(25)- An iterative sparse algorithm for the penalized maximum likelihood estimator in mixed effects model
- The use of random-effect models for high-dimensional variable selection problems
- Sparse pathway-based prediction models for high-throughput molecular data
- A random-effect model approach for group variable selection
- Hypothesis testing via a penalized-likelihood approach
- Sparsity considerations for dependent variables
- On the strong oracle property of concave penalized estimators with infinite penalty derivative at the origin
- A review on recent advances and applications of h-likelihood method
- Removing the singularity of a penalty via thresholding function matching
- Penalized variable selection in competing risks regression
- Variable selection in sparse GLARMA models
- Penalized variable selection in copula survival models for clustered time-to-event data
- Sparse alternatives to ridge regression: a random effects approach
- Prediction of tumour pathological subtype from genomic profile using sparse logistic regression with random effects
- Properties of h‐Likelihood Estimators in Clustered Data
- Penalized h‐likelihood approach for variable selection in AFT random‐effect models
- A review of h-likelihood and hierarchical generalized linear model
- A new method for clustered survival data: estimation of treatment effect heterogeneity and variable selection
- Penalized variable selection for accelerated failure time models with random effects
- Penalized variable selection for cause-specific hazard frailty models with clustered competing-risks data
- Going beyond oracle property: selection consistency and uniqueness of local solution of the generalized linear model
- Low-rank approximation of Gaussian process with normal-gamma prior
- Simultaneous Outlier Detection and Prediction for Kriging with True Identification
- Linear mixed effects double penalized L p -quantile regression model for longitudinal data
- Variable selection in subdistribution hazard frailty models with competing risks data
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