Partially Linear Structure Selection in Cox Models with Varying Coefficients
From MaRDI portal
Publication:2846441
DOI10.1111/biom.12024zbMath1274.62819WikidataQ45119961 ScholiaQ45119961MaRDI QIDQ2846441
Peng Lai, Hua Liang, Heng Lian
Publication date: 5 September 2013
Published in: Biometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/biom.12024
polynomial splines; Akaike information criterion; Bayesian information criterion; sparsistency; constansistency
62P10: Applications of statistics to biology and medical sciences; meta analysis
Related Items
Shrinkage estimation for identification of linear components in composite quantile additive models, Residuals based Kolmogorov-Smirnov and Cramér-von Mises tests for varying coefficient models, Robust estimation and model identification for longitudinal data varying-coefficient model, Sparse Learning and Structure Identification for Ultrahigh-Dimensional Image-on-Scalar Regression, Semiparametric model averaging method for survival probability predictions of patients, Variance function additive partial linear models, Model pursuit and variable selection in the additive accelerated failure time model, Variable selection and structure identification for varying coefficient Cox models
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Nearly unbiased variable selection under minimax concave penalty
- The Adaptive Lasso and Its Oracle Properties
- Regularization for Cox's proportional hazards model with NP-dimensionality
- Estimation and variable selection for generalized additive partial linear models
- One-step sparse estimates in nonconcave penalized likelihood models
- Penalized variable selection procedure for Cox models with semiparametric relative risk
- Variable selection in nonparametric additive models
- Hazard models with varying coefficients for multivariate failure time data
- Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors
- SCAD-penalized regression in high-dimensional partially linear models
- Polynomial spline estimation of partially linear single-index proportional hazards regression models
- High-dimensional additive modeling
- Sparsistency and rates of convergence in large covariance matrix estimation
- A simplified method of calculating an overall goodness-of-fit test for the Cox proportional hazards model
- Heuristics of instability and stabilization in model selection
- Local likelihood and local partial likelihood in hazard regression
- Efficient estimation of the partly linear additive Cox model
- Variable selection for Cox's proportional hazards model and frailty model
- Nonparametric estimation in the Cox model
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- Variable selection in semiparametric regression modeling
- Penalized Generalized Estimating Equations for High-Dimensional Longitudinal Data Analysis
- Variable selection and estimation in high-dimensional varying-coefficient models
- Linear or Nonlinear? Automatic Structure Discovery for Partially Linear Models
- Survival ensembles
- Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
- Analysis of Survival Data under the Proportional Hazards Model
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Shrinkage Estimation of the Varying Coefficient Model
- Model selection in nonparametric hazard regression
- Partially Linear Hazard Regression for Multivariate Survival Data
- Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements
- Model Selection and Estimation in Regression with Grouped Variables
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Adaptive Lasso for Cox's proportional hazards model
- A class of partially linear single-index survival models
- Estimation and variable selection for semiparametric additive partial linear models
