Sieve estimation of Cox models with latent structures
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Recommendations
- Structured estimation for the nonparametric Cox model
- Estimability in Cox models
- Sieve Estimation of a Class of Partially Linear Transformation Models With Interval-Censored Competing Risks Data
- Fitting Cox models with doubly censored data using spline-based sieve marginal likelihood
- Sieve maximum likelihood estimation for the proportional hazards model under informative censoring
- Inference in extensions of the Cox model for heterogeneous populations
- Sieve Maximum Likelihood Estimation for Regression Models With Covariates Missing at Random
- Efficient estimation for the Cox model with varying coefficients
- EMPIRICAL LIKELIHOOD FOR COX REGRESSION MODEL UNDER RANDOM CENSORSHIP
Cited in
(7)- Bi-selection in the high-dimensional additive hazards regression model
- Model pursuit and variable selection in the additive accelerated failure time model
- Robust sieve M-estimation with an application to dimensionality reduction
- Penalized generalized empirical likelihood with a diverging number of general estimating equations for censored data
- The change-plane Cox model
- Variable selection for nonparametric additive Cox model with interval‐censored data
- SDFPI: Efficient L 0 variable selection for Cox’s proportional hazards model
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