Feature screening in ultrahigh-dimensional additive Cox model
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Publication:4960596
DOI10.1080/00949655.2017.1422127OpenAlexW2783154819WikidataQ90930156 ScholiaQ90930156MaRDI QIDQ4960596FDOQ4960596
Luheng Wang, Sumin Hou, Guangren Yang, Yanqing Sun
Publication date: 23 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc6812560
Cites Work
- High-dimensional additive modeling
- Partial likelihood
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- Additive regression and other nonparametric models
- Regularization for Cox's proportional hazards model with NP-dimensionality
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- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models
- Cox's regression model for counting processes: A large sample study
- Sparse Additive Models
- Variable selection in nonparametric additive models
- Oracle inequalities for the lasso in the Cox model
- Adaptive Lasso for Cox's proportional hazards model
- Weighted sums of certain dependent random variables
- Variable selection and estimation in high-dimensional varying-coefficient models
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- Penalized variable selection procedure for Cox models with semiparametric relative risk
- Component selection in the additive regression model
- A global partial likelihood estimation in the additive Cox proportional hazards model
- Model selection in nonparametric hazard regression
- Estimation by polynomial splines with variable selection in additive Cox models
- Shrinkage variable selection and estimation in proportional hazards models with additive structure and high dimensionality
Cited In (5)
- Active-set algorithm-based statistical inference for shape-restricted generalized additive Cox regression models
- Feature screening based on ultrahigh dimensional competing risks models
- Joint feature screening for ultra-high-dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator
- Sparse Composite Quantile Regression with Ultra-high Dimensional Heterogeneous Data
- Principled sure independence screening for Cox models with ultra-high-dimensional covariates
Recommendations
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- An efficient algorithm for joint feature screening in ultrahigh-dimensional Cox's model π π
- Ultrahigh dimensional feature screening for additive model with multivariate response π π
- Feature screening based on ultrahigh dimensional competing risks models π π
- Feature screening for ultrahigh-dimensional censored data with varying coefficient single-index model π π
- Feature Screening in Ultrahigh Dimensional Generalized Varying-coefficient Models π π
- Feature screening for nonparametric and semiparametric models with ultrahigh-dimensional covariates π π
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