Censored linear model in high dimensions. Penalised linear regression on high-dimensional data with left-censored response variable

DOI10.1007/S11749-015-0441-7MaRDI QIDQ285835zbMATH OpenOpenAlexFDO

Authors Patric Müller, Sara Van De Geer

Publication date 19 May 2016

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11749-015-0441-7

zbMATH Keywords

censored \(L_1\)-regularisationhigh-dimensional censored modellasso with censored datapenalised regression with censored data

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Censored data models (62N01) Estimation in survival analysis and censored data (62N02) Estimation in multivariate analysis (62H12)

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Cites work

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• Statistics for high-dimensional data. Methods, theory and applications.
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• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
• \(\ell_{1}\)-penalization for mixture regression models

Cited in

(7)

• Variable selection and subgroup analysis for high-dimensional censored data
• High-Dimensional Censored Regression via the Penalized Tobit Likelihood
• Type I Tobit Bayesian additive regression trees for censored outcome regression
• Generalized M-estimators for high-dimensional Tobit I models
• Censored mixed-effects models for irregularly observed repeated measures with applications to HIV viral loads
• High-dimensional robust inference for censored linear models
• -Penalized Pairwise Difference Estimation for a High-Dimensional Censored Regression Model

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