A fast adaptive Lasso for the cox regression via safe screening rules
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Publication:3389652
DOI10.1080/00949655.2021.1914043OpenAlexW3154741497MaRDI QIDQ3389652FDOQ3389652
Author name not available (Why is that?)
Publication date: 23 March 2022
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2021.1914043
Cites Work
- The Adaptive Lasso and Its Oracle Properties
- Title not available (Why is that?)
- Sure Independence Screening for Ultrahigh Dimensional Feature Space
- Feature Screening via Distance Correlation Learning
- High-Dimensional Variable Selection for Survival Data
- Regularization and Variable Selection Via the Elastic Net
- Variable selection for Cox's proportional hazards model and frailty model
- A Survey of L1 Regression
- Oracle inequalities for the lasso in the Cox model
- Principled sure independence screening for Cox models with ultra-high-dimensional covariates
- High Dimensional Ordinary Least Squares Projection for Screening Variables
- Adaptive Lasso for Cox's proportional hazards model
- Robust rank correlation based screening
- Variable selection for survival data with a class of adaptive elastic net techniques
- Elastic net for Cox’s proportional hazards model with a solution path algorithm
- Consistent Estimation of the Expected Brier Score in General Survival Models with Right‐Censored Event Times
- Variable selection by ensembles for the Cox model
- Feature selection of ultrahigh-dimensional covariates with survival outcomes: a selective review
- Robust feature screening for ultra-high dimensional right censored data via distance correlation
- Conditional screening for ultra-high dimensional covariates with survival outcomes
- On the robustness of the adaptive Lasso to model misspecification
- Safe feature screening rules for the regularized Huber regression
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