Global optimal model selection for high-dimensional survival analysis
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Publication:3390347
Cites work
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A new look at the statistical model identification
- A note on the generalized information criterion for choice of a model
- Adaptive Lasso for Cox's proportional hazards model
- An introduction to statistical learning. With applications in R
- Bayesian Information Criterion for Censored Survival Models
- Consistent model selection criteria for quadratically supported risks
- Consistent model selection criteria on high dimensions
- Equation of state calculations by fast computing machines
- Estimating the dimension of a model
- Extended BIC for small-\(n\)-large-\(P\) sparse GLM
- Extended Bayesian information criteria for model selection with large model spaces
- Extended Bayesian information criterion in the Cox model with a high-dimensional feature space
- Nearly unbiased variable selection under minimax concave penalty
- Optimization by simulated annealing
- Regularization and Variable Selection Via the Elastic Net
- Regularization parameter selections via generalized information criterion
- The Adaptive Lasso and Its Oracle Properties
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- \(L_{1}\) penalized estimation in the Cox proportional hazards model
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