High-dimensional robust inference for censored linear models
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Cites work
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- A conversation with Sir David Cox
- A general theory of hypothesis tests and confidence regions for sparse high dimensional models
- A tuning-free robust and efficient approach to high-dimensional regression
- Adaptive Huber Regression
- Censored Regression Quantiles
- Censored cumulative residual independent screening for ultrahigh-dimensional survival data
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- Censored rank independence screening for high-dimensional survival data
- 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
- Consistent estimation under random censorship when covariables are present
- Double/debiased machine learning for treatment and structural parameters
- Efficient Estimation for the Accelerated Failure Time Model
- Estimation in a linear regression model with censored data
- Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions
- Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
- Estimation of a Probability Density Function and Its Derivatives
- High-dimensional statistics. A non-asymptotic viewpoint
- Inference for Low-Dimensional Covariates in a High-Dimensional Accelerated Failure Time Model
- Large sample theory of a modified Buckley-James estimator for regression analysis with censored data
- Linear rank tests with right censored data
- Linear regression with censored data
- Monotone estimating equations for censored data
- On asymptotically optimal confidence regions and tests for high-dimensional models
- Rank-based inference for the accelerated failure time model
- Regularized Estimation for the Accelerated Failure Time Model
- Regularized Estimation in the Accelerated Failure Time Model with High-Dimensional Covariates
- Sieve maximum likelihood estimation for a general class of accelerated hazards models with bundled parameters
- Smoothed Rank Regression With Censored Data
- Statistics for high-dimensional data. Methods, theory and applications.
- Survival Analysis With Quantile Regression Models
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Variable Selection in Semiparametric Linear Regression with Censored Data
- Variable selection in the accelerated failure time model via the bridge method
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