scientific article; zbMATH DE number 7670290
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Publication:5886010
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- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- Adaptive Lasso for Cox's proportional hazards model
- Censored mean variance sure independence screening for ultrahigh dimensional survival data
- Censored rank independence screening for high-dimensional survival data
- Conditional screening for ultra-high dimensional covariates with survival outcomes
- Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
- Confidence intervals for high-dimensional Cox models
- Confidence intervals for low dimensional parameters in high dimensional linear models
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Efficient estimation of the partly linear additive Cox model
- Extended Bayesian information criteria for model selection with large model spaces
- Feature screening in ultrahigh dimensional Cox's model
- Feature screening in ultrahigh-dimensional varying-coefficient Cox model
- Feature selection of ultrahigh-dimensional covariates with survival outcomes: a selective review
- Forward regression for Cox models with high-dimensional covariates
- Forward regression for ultra-high dimensional variable screening
- Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models
- Functional ANOVA modeling for proportional hazards regression.
- Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors
- High-dimensional robust inference for Cox regression models using desparsified Lasso
- Independent Screening for Single-Index Hazard rate Models with Ultrahigh Dimensional Features
- Joint model-free feature screening for ultra-high dimensional semi-competing risks data
- Local Linear Estimation for Time‐Dependent Coefficients in Cox's Regression Models
- Local partial likelihood estimation in proportional hazards regression
- Measuring and testing dependence by correlation of distances
- Model selection for Cox models with time-varying coefficients
- Nearly unbiased variable selection under minimax concave penalty
- Nonparametric Regression in Proportional Hazards Models
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- On asymptotically optimal confidence regions and tests for high-dimensional models
- Oracle inequalities for the lasso in the Cox model
- Principled sure independence screening for Cox models with ultra-high-dimensional covariates
- Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
- Regularization for Cox's proportional hazards model with NP-dimensionality
- Robust feature screening for ultra-high dimensional right censored data via distance correlation
- Simultaneous analysis of Lasso and Dantzig selector
- Statistical foundations of data science
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Sure independence screening in generalized linear models with NP-dimensionality
- Survival impact index and ultrahigh‐dimensional model‐free screening with survival outcomes
- The Adaptive Lasso and Its Oracle Properties
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- The Group Lasso for Logistic Regression
- The group exponential Lasso for bi-level variable selection
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection and structure identification for varying coefficient Cox models
- Variable selection in Cox regression models with varying coefficients
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