scientific article; zbMATH DE number 7670290

DOI10.11329/JJSSJ.52.113MaRDI QIDQ5886010FDOQ5886010

Authors: Toshio Honda 

Publication date: 30 March 2023

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• The group exponential Lasso for bi-level variable selection
• Sure independence screening in generalized linear models with NP-dimensionality
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• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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• Simultaneous analysis of Lasso and Dantzig selector
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• Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
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• Sure Independence Screening for Ultrahigh Dimensional Feature Space
• Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models
• On asymptotically optimal confidence regions and tests for high-dimensional models
• The Group Lasso for Logistic Regression
• Regularization for Cox's proportional hazards model with NP-dimensionality
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• Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
• Nonparametric independence screening in sparse ultra-high-dimensional additive models
• A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
• Local Linear Estimation for Time‐Dependent Coefficients in Cox's Regression Models
• Oracle inequalities for the lasso in the Cox model
• Principled sure independence screening for Cox models with ultra-high-dimensional covariates
• Adaptive Lasso for Cox's proportional hazards model
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• Variable selection in Cox regression models with varying coefficients
• Forward regression for ultra-high dimensional variable screening
• Efficient estimation of the partly linear additive Cox model
• Functional ANOVA modeling for proportional hazards regression.
• Feature screening in ultrahigh-dimensional varying-coefficient Cox model
• Independent Screening for Single-Index Hazard rate Models with Ultrahigh Dimensional Features
• Feature screening in ultrahigh dimensional Cox's model
• Censored mean variance sure independence screening for ultrahigh dimensional survival data
• Local partial likelihood estimation in proportional hazards regression
• Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors
• Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models
• Feature selection of ultrahigh-dimensional covariates with survival outcomes: a selective review
• Robust feature screening for ultra-high dimensional right censored data via distance correlation
• Forward regression for Cox models with high-dimensional covariates
• Censored rank independence screening for high-dimensional survival data
• Confidence intervals for high-dimensional Cox models
• Conditional screening for ultra-high dimensional covariates with survival outcomes
• Survival impact index and ultrahigh‐dimensional model‐free screening with survival outcomes
• Model selection for Cox models with time-varying coefficients
• Variable selection and structure identification for varying coefficient Cox models
• Statistical Foundations of Data Science
• Joint model-free feature screening for ultra-high dimensional semi-competing risks data
• Nonparametric Regression in Proportional Hazards Models
• High‐dimensional robust inference for Cox regression models using desparsified Lasso

Cited In (2)

• Extended Bayesian information criterion in the Cox model with a high-dimensional feature space
• Bayesian Cox regression for large-scale inference with applications to electronic health records

Uses Software

• glmnet
• compound.Cox

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