Variable selection for semiparametric accelerated failure time models with nonignorable missing data

Cites Work

Monotone estimating equations for censored data
The Adaptive Lasso and Its Oracle Properties
A large sample study of rank estimation for censored regression data
A simple resampling method by perturbing the minimand
Efficient Estimation for the Accelerated Failure Time Model
Linear regression with censored data
Title not available (Why is that?)
Rank-based inference for the accelerated failure time model
Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Title not available (Why is that?)
On least-squares regression with censored data
Estimation in a linear regression model with censored data
Estimating regression parameters using linear rank tests for censored data
One-step sparse estimates in nonconcave penalized likelihood models
Maximal inequalities for degenerate \(U\)-processes with applications to optimization estimators
Induced smoothing for the semiparametric accelerated failure time model: asymptotics and extensions to clustered data
Unified LASSO Estimation by Least Squares Approximation
Tuning parameter selectors for the smoothly clipped absolute deviation method
U-processes: Rates of convergence
Linear rank tests with right censored data
Extended Weighted Log-Rank Estimating Functions in Censored Regression
Large sample theory of a modified Buckley-James estimator for regression analysis with censored data
A class of semi parametric regressions for the accelerated failure time model
Variable selection in the accelerated failure time model via the bridge method
Asymptotic theory for the semiparametric accelerated failure time model with missing data
Rank regression methods for left-truncated and right-censored data
Empirical likelihood analysis of the rank estimator for the censored accelerated failure time model
Regularized Estimation for the Accelerated Failure Time Model
Nonconcave Penalized Likelihood With NP-Dimensionality
The Limiting Distribution of the Maximum Rank Correlation Estimator
Likelihood Methods and Nonparametric Tests
Regularized Estimation in the Accelerated Failure Time Model with High-Dimensional Covariates
Least squares regression with censored data
Semiparametric inference for the accelerated life model with time- dependent covariates
A sieve M-theorem for bundled parameters in semiparametric models, with application to the efficient estimation in a linear model for censored data
Modern Applied U‐Statistics
Efficient estimation of the censored linear regression model
Regression Analysis Under Non-standard Situations: A Pairwise Pseudolikelihood Approach
Penalized pairwise pseudo likelihood for variable selection with nonignorable missing data
Weighted rank estimation for nonparametric transformation models with nonignorable missing data
Adaptive lasso variable selection for the accelerated failure models
Variable selection for semiparametric random-effects conditional density models with longitudinal data

This page was built for publication: Variable selection for semiparametric accelerated failure time models with nonignorable missing data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6548540)