Fast Lasso-type safe screening for Fine-Gray competing risks model with ultrahigh dimensional covariates
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Publication:6629344
Cites work
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 1419969 (Why is no real title available?)
- A Proportional Hazards Model for the Subdistribution of a Competing Risk
- Competing risks as a multi-state model
- Elastic net for Cox’s proportional hazards model with a solution path algorithm
- Feature screening based on ultrahigh dimensional competing risks models
- Gap safe screening rules for sparsity enforcing penalties
- Nearly unbiased variable selection under minimax concave penalty
- On correlation rank screening for ultra-high dimensional competing risks data
- Penalized variable selection in competing risks regression
- Regularization and Variable Selection Via the Elastic Net
- Safe Feature Elimination in Sparse Supervised Learning
- Scalable Algorithms for Large Competing Risks Data
- The Adaptive Lasso and Its Oracle Properties
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection in competing risks models based on quantile regression
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