A tutorial on rank-based coefficient estimation for censored data in small- and large-scale problems
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Cites work
- scientific article; zbMATH DE number 49697 (Why is no real title available?)
- scientific article; zbMATH DE number 3795247 (Why is no real title available?)
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- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- scientific article; zbMATH DE number 3385132 (Why is no real title available?)
- A Frisch-Newton algorithm for sparse quantile regression
- A conversation with Sir David Cox
- A generalized Wilcoxon test for comparing arbitrarily singly-censored samples
- A large sample study of rank estimation for censored regression data
- Adaptive regularization using the entire solution surface
- Computational Methods for Inverse Problems
- Designing optimal spectral filters for inverse problems
- Estimating regression parameters using linear rank tests for censored data
- Induced smoothing for the semiparametric accelerated failure time model: asymptotics and extensions to clustered data
- Linear rank tests with right censored data
- Model Selection and Estimation in Regression with Grouped Variables
- Monotone estimating equations for censored data
- On Lasso for censored data
- On path restoration for censored outcomes
- Penalized Estimating Functions and Variable Selection in Semiparametric Regression Models
- Rank-based inference for the accelerated failure time model
- Regression Quantiles
- Regularization and Variable Selection Via the Elastic Net
- Regularized Estimation for the Accelerated Failure Time Model
- Regularized Estimation in the Accelerated Failure Time Model with High-Dimensional Covariates
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Robust Estimation of a Location Parameter
- Smoothed Rank Regression With Censored Data
- Sparsity and Smoothness Via the Fused Lasso
- Standard errors and covariance matrices for smoothed rank estimators
- Statistical and computational inverse problems.
- The Adaptive Lasso and Its Oracle Properties
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- The Group Lasso for Logistic Regression
- Variable Selection in Semiparametric Linear Regression with Censored Data
Cited in
(8)- Learning transformation models for ranking and survival analysis
- Robust rank-based variable selection in double generalized linear models with diverging number of parameters under adaptive Lasso
- Scalable algorithms for semiparametric accelerated failure time models in high dimensions
- Assessing predictive accuracy of survival regressions subject to nonindependent censoring
- Smoothed rank-based procedure for censored data
- Rank-based inference for the accelerated failure time model in the presence of interval censored data
- Rank-based inference for the accelerated failure time model in the presence of interval censored data
- Identification of microbiota dynamics using robust parameter estimation methods
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