Simultaneous estimation and variable selection for incomplete event history studies

DOI10.1016/J.JMVA.2019.01.005MaRDI QIDQ2418523zbMATH OpenOpenAlexWikidataFDO

Authors Hui Zhao, Dayu Sun, Gang Li, Jianguo Sun

Publication date 27 May 2019

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2019.01.005

zbMATH Keywords

variable selectionregressionpanel count dataevent history studyadditive mean model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Estimation in survival analysis and censored data (62N02) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• scientific article; zbMATH DE number 1834429 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• scientific article; zbMATH DE number 6162361 (Why is no real title available?)
• Efficient regularized regression with \(L_0\) penalty for variable selection and network construction
• Marginal analysis of panel counts through estimating functions
• Marginal means/rates models for multiple type recurrent event data
• New multi-sample nonparametric tests for panel count data
• Semiparametric Regression for the Mean and Rate Functions of Recurrent Events
• Semiparametric analysis of multivariate panel count data with dependent observation processes and a terminal event
• Semiparametric analysis of the additive risk model
• Statistical analysis of panel count data
• The Adaptive Lasso and Its Oracle Properties
• The statistical analysis of recurrent events.
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable selection and estimation for multivariate panel count data via the seamless-\(L_0\) penalty
• Variable selection for Cox's proportional hazards model and frailty model
• Variable selection for panel count data via non-concave penalized estimating function

Cited in

(5)

• Variable selection for recurrent event data with broken adaptive ridge regression
• A surrogate \(\ell_0\) sparse Cox's regression with applications to sparse high-dimensional massive sample size time-to-event data
• The broken adaptive ridge procedure and its applications
• Scalable Algorithms for Large Competing Risks Data
• A flexible time-varying coefficient rate model for panel count data

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