High-dimensional robust inference for censored linear models
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Publication:6131291
Cites work
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- 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
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- Linear regression with censored data
- Monotone estimating equations for censored data
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- Rank-based inference for the accelerated failure time model
- Regularized Estimation for the Accelerated Failure Time Model
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- Sieve maximum likelihood estimation for a general class of accelerated hazards models with bundled parameters
- Smoothed Rank Regression With Censored Data
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- Variable selection in the accelerated failure time model via the bridge method
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