Lasso penalized semiparametric regression on high-dimensional recurrent event data via coordinate descent
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Publication:2862409
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Cites work
- scientific article; zbMATH DE number 49697 (Why is no real title available?)
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- Pathwise coordinate optimization
- Semiparametric Regression for the Mean and Rate Functions of Recurrent Events
- Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- Smoothly clipped absolute deviation on high dimensions
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection for recurrent event data via nonconcave penalized estimating function
Cited in
(5)- Group variable selection in the Andersen-Gill model for recurrent event data
- A systematic approach for learning imbalanced data: enhancing zero-inflated models through boosting
- Variable selection for recurrent event data via nonconcave penalized estimating function
- \(L_{1}\) penalized estimation in the Cox proportional hazards model
- Adaptive bi-level variable selection for multivariate failure time model with a diverging number of covariates
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