Additive Risk Models for Survival Data with High‐Dimensional Covariates

DOI10.1111/j.1541-0420.2005.00405.xzbMath1091.62124OpenAlexW2020414107WikidataQ31034493 ScholiaQ31034493MaRDI QIDQ5473226

Michael R. Kosorok, Jason P. Fine, Shuangge Ma

Publication date: 20 June 2006

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1541-0420.2005.00405.x

zbMATH Keywords

principal component regressionadditive risk model

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to biology and medical sciences; meta analysis (62P10) Censored data models (62N01) Estimation in survival analysis and censored data (62N02)

Related Items (12)

Penalized empirical likelihood inference for sparse additive hazards regression with a diverging number of covariates ⋮ The additive hazards model with high-dimensional regressors ⋮ Identification of local sparsity and variable selection for varying coefficient additive hazards models ⋮ Convergence and prediction of principal component scores in high-dimensional settings ⋮ Heuristic Ranking Classification Method for Complex Large-Scale Survival Data ⋮ High-dimensional additive hazards models and the lasso ⋮ Variable selection for partially linear proportional hazards model with covariate measurement error ⋮ Assessment of evaluation criteria for survival prediction from genomic data ⋮ Oracle inequalities for the Lasso in the additive hazards model with interval-censored data ⋮ Doubly Penalized Buckley–James Method for Survival Data with High‐Dimensional Covariates ⋮ Covariate Selection for the Semiparametric Additive Risk Model ⋮ Model pursuit and variable selection in the additive accelerated failure time model

Cites Work

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• Asymptotics of eigenvalues and unit-length eigenvectors of sample variance and correlation matrices
• Variable selection for Cox's proportional hazards model and frailty model
• Penalized Partial Likelihood Regression for Right-Censored Data with Bootstrap Selection of the Penalty Parameter
• Semiparametric analysis of the additive risk model
• Comparison of Prediction Methods When Only a Few Components are Relevant
• A partly parametric additive risk model
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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