A tutorial on rank-based coefficient estimation for censored data in small- and large-scale problems
DOI10.1007/S11222-012-9333-9zbMATH Open1322.62241DBLPjournals/sac/ChungLJ13OpenAlexW2074565856WikidataQ30662215 ScholiaQ30662215MaRDI QIDQ746299FDOQ746299
Authors: Matthias Chung, Qi Long, Brent A. Johnson 
Publication date: 16 October 2015
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc3742389
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Censored data models (62N01) Estimation in survival analysis and censored data (62N02) Reliability and life testing (62N05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)
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
- Title not available (Why is that?)
- Regression Quantiles
- Rank-based inference for the accelerated failure time model
- Title not available (Why is that?)
- Title not available (Why is that?)
- Estimating regression parameters using linear rank tests for censored data
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Sparsity and Smoothness Via the Fused Lasso
- Regularization and Variable Selection Via the Elastic Net
- Model Selection and Estimation in Regression with Grouped Variables
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- Robust Estimation of a Location Parameter
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
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- Statistical and computational inverse problems.
- Induced smoothing for the semiparametric accelerated failure time model: asymptotics and extensions to clustered data
- The Group Lasso for Logistic Regression
- Title not available (Why is that?)
- Standard errors and covariance matrices for smoothed rank estimators
- A conversation with Sir David Cox
- Linear rank tests with right censored data
- A generalized Wilcoxon test for comparing arbitrarily singly-censored samples
- Computational Methods for Inverse Problems
- Penalized Estimating Functions and Variable Selection in Semiparametric Regression Models
- Regularized Estimation for the Accelerated Failure Time Model
- Regularized Estimation in the Accelerated Failure Time Model with High-Dimensional Covariates
- Smoothed Rank Regression With Censored Data
- On Lasso for censored data
- Variable Selection in Semiparametric Linear Regression with Censored Data
- A Frisch-Newton algorithm for sparse quantile regression
- On path restoration for censored outcomes
- Designing optimal spectral filters for inverse problems
- Adaptive regularization using the entire solution surface
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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