Adaptive LASSO for general transformation models with right censored data
From MaRDI portal
Publication:693274
DOI10.1016/j.csda.2012.02.023zbMath1252.62077MaRDI QIDQ693274
Publication date: 7 December 2012
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2012.02.023
62P10: Applications of statistics to biology and medical sciences; meta analysis
62N01: Censored data models
62J99: Linear inference, regression
62N02: Estimation in survival analysis and censored data
Related Items
Variable selection and estimation for the additive hazards model subject to left-truncation, right-censoring and measurement error in covariates, Variable selection for semiparametric random-effects conditional density models with longitudinal data, Empirical likelihood inference for general transformation models with right censored data, Variable selection in the additive rate model for recurrent event data, Bi-level variable selection in semiparametric transformation models with right-censored data
Cites Work
- Unnamed Item
- The Adaptive Lasso and Its Oracle Properties
- On sparse estimation for semiparametric linear transformation models
- A baseline-free procedure for transformation models under interval censorship
- A numerical model for the isolation of moving-load induced vibrations by pile rows embedded in layered porous media
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- Minimax estimation via wavelet shrinkage
- Asymptotics for Lasso-type estimators.
- Variable selection for Cox's proportional hazards model and frailty model
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- The Dantzig Selector in Cox's Proportional Hazards Model
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- Unified LASSO Estimation by Least Squares Approximation
- A stochastic approximation algorithm with Markov chain Monte-Carlo method for incomplete data estimation problems
- Partial likelihood
- Regularization of Wavelet Approximations
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Bayesian variable selection for proportional hazards models
- Bayesian Variable Selection Method for Censored Survival Data
- Comments on «Wavelets in statistics: A review» by A. Antoniadis
- Wavelets in statistics: A review
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Adaptive Lasso for Cox's proportional hazards model
- Marginal likelihood estimation for proportional odds models with right censored data
