Robust estimation and variable selection for the accelerated failure time model
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Cites work
- A coordinate descent algorithm for computing penalized smooth quantile regression
- An Improved Algorithm for Discrete l₁ Linear Approximation
- Asymptotic Theory of Least Absolute Error Regression
- Consistent estimation under random censorship when covariables are present
- Doubly Penalized Buckley–James Method for Survival Data with High‐Dimensional Covariates
- scientific article; zbMATH DE number 1183926 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 3320125 (Why is no real title available?)
- Linear regression with censored data
- Nonparametric Estimation from Incomplete Observations
- Quantile regression analysis of length-biased survival data
- Quantile regression for doubly censored data
- Regularization and Variable Selection Via the Elastic Net
- Regularized Estimation in the Accelerated Failure Time Model with High-Dimensional Covariates
- Robust Estimation of a Location Parameter
- Robust Lasso Regression Using Tukey's Biweight Criterion
- Robust regression through the Huber's criterion and adaptive lasso penalty
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Robust Statistics
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- The Adaptive Lasso and Its Oracle Properties
- The fused Kolmogorov filter: a nonparametric model-free screening method
- Variable selection for censored quantile regresion
- Variable selection in the accelerated failure time model via the bridge method
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(4)- Partially linear additive quantile regression: theory and applications to breast cancer patients' survival
- Disagreement based variable selection method for high-dimensional censored data
- Robust variable selection of linear model under BAR penalty
- Counterfactual Q-learning via the linear Buckley-James method for longitudinal survival data
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