Shrinkage estimation in lognormal regression model for censored data
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Publication:5138524
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Cites work
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- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 5209873 (Why is no real title available?)
- Adaptive Lasso for Cox's proportional hazards model
- Adaptive lasso variable selection for the accelerated failure models
- Improved estimation in lognormal regression models
- LASSO and shrinkage estimation in Weibull censored regression models
- Linear Estimation of a Regression Relationship from Censored Data: Part II Best Linear Unbiased Estimation and Theory
- Modified method on the means for several log-normal distributions
- Regularized Estimation in the Accelerated Failure Time Model with High-Dimensional Covariates
- SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
- Shrinkage estimation in general linear models
- Survival analysis. Techniques for censored and truncated data.
- Theory of Preliminary Test and Stein‐Type Estimation With Applications
- Variable selection for Cox's proportional hazards model and frailty model
- Variable selection in generalized linear models.
Cited in
(14)- Estimation and comparison of lognormal parameters in the presence of censored data
- Shrinkage and penalized estimators in weighted least absolute deviations regression models
- Preliminary test and Stein-type shrinkage Lasso-based estimators
- Model selection and parameter estimation of a multinomial logistic regression model
- Shrinkage estimation in the zero-inflated Poisson regression model with right-censored data
- Application of Shrinkage Techniques in Logistic Regression Analysis: A Case Study
- LASSO and shrinkage estimation in Weibull censored regression models
- Shrinkage estimation and selection for a logistic regression model
- Penalized and shrinkage estimation in the Cox proportional hazards model
- Shrinkage estimation of the exponentiated Weibull regression model for time‐to‐event data
- Generalized log-logistic proportional hazard model: a non-penalty shrinkage approach
- An efficient estimation approach to joint modeling of longitudinal and survival data
- Distribution approximation of shrinkage estimate in censored regression model via randomly weighting method
- Pretest and shrinkage estimation strategies in accelerated failure time model
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