Penalised empirical likelihood for the additive hazards model with high-dimensional data
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Publication:5266567
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Cites work
- A note on path-based variable selection in the penalized proportional hazards model
- Adaptive Lasso for Cox's proportional hazards model
- Covariate selection for the semiparametric additive risk model
- Effects of data dimension on empirical likelihood
- Empirical likelihood and general estimating equations
- Empirical likelihood based variable selection
- Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters
- Empirical likelihood for linear models
- Empirical likelihood for partially linear proportional hazards models with growing dimensions
- Empirical likelihood is Bartlett-correctable
- Empirical likelihood method for general additive-multiplicative hazard models
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood ratio confidence regions
- Extending the scope of empirical likelihood
- Heuristics of instability and stabilization in model selection
- High-Dimensional Sparse Additive Hazards Regression
- Ideal spatial adaptation by wavelet shrinkage
- Penalized empirical likelihood and growing dimensional general estimating equations
- Penalized empirical likelihood via bridge estimator in Cox's proportional hazard model
- Penalized high-dimensional empirical likelihood
- Penalized variable selection procedure for Cox models with semiparametric relative risk
- Regularization for Cox's proportional hazards model with NP-dimensionality
- Semiparametric analysis of the additive risk model
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- The Dantzig Selector in Cox's Proportional Hazards Model
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection for Cox's proportional hazards model and frailty model
- Variable selection for multivariate failure time data
- Variable selection in a partially linear proportional hazards model with a diverging dimensionality
Cited in
(11)- On the Mahalanobis-distance based penalized empirical likelihood method in high dimensions
- Penalized empirical likelihood for semiparametric models with a diverging number of parameters
- Penalized empirical likelihood via adaptive LASSO for Cox's
- Penalized empirical likelihood inference for sparse additive hazards regression with a diverging number of covariates
- Hierarchically penalized additive hazards model with diverging number of parameters
- High-Dimensional Sparse Additive Hazards Regression
- Maximum penalized likelihood estimation of additive hazards models with partly interval censoring
- A new scope of penalized empirical likelihood with high-dimensional estimating equations
- Adjusted empirical likelihood inference for additive hazards regression
- Penalized empirical likelihood via bridge estimator in Cox's proportional hazard model
- High-dimensional additive hazards models and the lasso
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