Lasso penalized semiparametric regression on high-dimensional recurrent event data via coordinate descent
DOI10.1080/00949655.2011.652114zbMATH Open1431.62302OpenAlexW1988020501MaRDI QIDQ2862409FDOQ2862409
Authors: Tong Tong Wu 
Publication date: 15 November 2013
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2011.652114
Recommendations
- Coordinate ascent for penalized semiparametric regression on high-dimensional panel count data
- Variable selection for recurrent event data via nonconcave penalized estimating function
- Variable selection for recurrent event data with informative censoring
- \(L_{1}\) penalized estimation in the Cox proportional hazards model
- Variable selection for recurrent event data with broken adaptive ridge regression
Lassolongitudinal datapartial likelihoodsurvival datageneralized cross-validationrecurrent eventresponse process
Computational methods for problems pertaining to statistics (62-08) Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cites Work
- Least angle regression. (With discussion)
- Pathwise coordinate optimization
- Title not available (Why is that?)
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Convergence of a block coordinate descent method for nondifferentiable minimization
- One-step sparse estimates in nonconcave penalized likelihood models
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- High-dimensional graphs and variable selection with the Lasso
- Atomic Decomposition by Basis Pursuit
- Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
- Asymptotics for Lasso-type estimators.
- Cox's regression model for counting processes: A large sample study
- Semiparametric Regression for the Mean and Rate Functions of Recurrent Events
- Smoothly clipped absolute deviation on high dimensions
- Asymptotic optimality of \(C_ L\) and generalized cross-validation in ridge regression with application to spline smoothing
- The statistical analysis of recurrent events.
- On the regression analysis of multivariate failure time data
- OnL1-Norm Multiclass Support Vector Machines
- Multicategory vertex discriminant analysis for high-dimensional data
- From Stein's unbiased risk estimates to the method of generalized cross- validation
- Variable selection for recurrent event data via nonconcave penalized estimating function
Cited In (5)
- \(L_{1}\) penalized estimation in the Cox proportional hazards model
- Adaptive bi-level variable selection for multivariate failure time model with a diverging number of covariates
- Variable selection for recurrent event data via nonconcave penalized estimating function
- A systematic approach for learning imbalanced data: enhancing zero-inflated models through boosting
- Group variable selection in the Andersen-Gill model for recurrent event data
Uses Software
This page was built for publication: Lasso penalized semiparametric regression on high-dimensional recurrent event data via coordinate descent
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2862409)
