Coordinate ascent for penalized semiparametric regression on high-dimensional panel count data
From MaRDI portal
Publication:429611
DOI10.1016/j.csda.2011.07.003zbMath1239.62049OpenAlexW2049237551MaRDI QIDQ429611
Publication date: 20 June 2012
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2011.07.003
semiparametric modelssurvival datarecurrent eventsestimating functionlassogeneralized cross-validationpseudo-objective function
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Nearly unbiased variable selection under minimax concave penalty
- Multicategory vertex discriminant analysis for high-dimensional data
- Cox's regression model for counting processes: A large sample study
- One-step sparse estimates in nonconcave penalized likelihood models
- The composite absolute penalties family for grouped and hierarchical variable selection
- Data. A collection of problems from many fields for the student and research worker
- From Stein's unbiased risk estimates to the method of generalized cross- validation
- Asymptotic optimality of \(C_ L\) and generalized cross-validation in ridge regression with application to spline smoothing
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- Two estimators of the mean of a counting process with panel count data.
- Asymptotics for Lasso-type estimators.
- Least angle regression. (With discussion)
- The statistical analysis of recurrent events.
- Pathwise coordinate optimization
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Coordinate descent algorithms for lasso penalized regression
- The statistical analysis of interval-censored failure time data.
- High-dimensional graphs and variable selection with the Lasso
- Variable Selection for Panel Count Data via Non-Concave Penalized Estimating Function
- Better Subset Regression Using the Nonnegative Garrote
- Some Graphical Displays and Marginal Regression Analyses for Recurrent Failure Times and Time Dependent Covariates
- Elastic net for Cox’s proportional hazards model with a solution path algorithm
- Mixed Poisson Likelihood Regression Models for Longitudinal Interval Count Data
- Regression analysis of multivariate panel count data
- The Analysis of Panel Data Under a Markov Assumption
- Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
- On the regression analysis of multivariate failure time data
- Atomic Decomposition by Basis Pursuit
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data
- Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
- OnL1-Norm Multiclass Support Vector Machines
- Smoothly Clipped Absolute Deviation on High Dimensions
- Model Selection and Estimation in Regression with Grouped Variables
- Smoothing spline ANOVA models