Feature screening in ultrahigh-dimensional additive Cox model
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Publication:4960596
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Cites work
- scientific article; zbMATH DE number 3385132 (Why is no real title available?)
- A global partial likelihood estimation in the additive Cox proportional hazards model
- A practical guide to splines
- Adaptive Lasso for Cox's proportional hazards model
- Additive regression and other nonparametric models
- Component selection in the additive regression model
- Consistent variable selection in additive models
- Cox's regression model for counting processes: A large sample study
- Estimation by polynomial splines with variable selection in additive Cox models
- High-dimensional additive modeling
- Model selection in nonparametric hazard regression
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- Optimal global rates of convergence for nonparametric regression
- Oracle inequalities for the lasso in the Cox model
- Partial likelihood
- Penalized variable selection procedure for Cox models with semiparametric relative risk
- Regularization for Cox's proportional hazards model with NP-dimensionality
- Shrinkage variable selection and estimation in proportional hazards models with additive structure and high dimensionality
- Sparse additive models
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Variable selection and estimation in high-dimensional varying-coefficient models
- Variable selection in nonparametric additive models
- Weighted sums of certain dependent random variables
Cited in
(5)- Active-set algorithm-based statistical inference for shape-restricted generalized additive Cox regression models
- Joint feature screening for ultra-high-dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator
- Feature screening based on ultrahigh dimensional competing risks models
- Sparse Composite Quantile Regression with Ultra-high Dimensional Heterogeneous Data
- Principled sure independence screening for Cox models with ultra-high-dimensional covariates
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