A fast algorithm for the accelerated failure time model with high-dimensional time-to-event data
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Cites work
- A large sample study of rank estimation for censored regression data
- Adaptive Lasso for Cox's proportional hazards model
- Adaptive lasso variable selection for the accelerated failure models
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- scientific article; zbMATH DE number 49697 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Induced smoothing for the semiparametric accelerated failure time model: asymptotics and extensions to clustered data
- Linear rank tests with right censored data
- Linear regression with censored data
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- On least-squares regression with censored data
- Rank regression methods for left-truncated and right-censored data
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- Regularized Estimation for the Accelerated Failure Time Model
- Regularized Estimation in the Accelerated Failure Time Model with High-Dimensional Covariates
- Smoothed quantile regression for panel data
- Smoothed Rank Regression With Censored Data
- The Adaptive Lasso and Its Oracle Properties
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Variable selection in the accelerated failure time model via the bridge method
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variance estimation in censored quantile regression via induced smoothing
Cited in
(6)- Accelerated failure time models for recurrent event data analysis and joint modeling
- Inference for Low-Dimensional Covariates in a High-Dimensional Accelerated Failure Time Model
- Rank-based sequential feature selection for high-dimensional accelerated failure time models with main and interaction effects
- Censored broken adaptive ridge regression in high-dimension
- A Unified Algorithm for Penalized Convolution Smoothed Quantile Regression
- Interval-Censored Linear Quantile Regression
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