Simultaneous variable selection and estimation of survival model with informative censoring
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Cites work
- A frailty model for informative censoring
- A new look at the statistical model identification
- A unified approach to model selection and sparse recovery using regularized least squares
- Adaptive Lasso for Cox's proportional hazards model
- Asymptotics for Lasso-type estimators.
- Bayesian Information Criterion for Censored Survival Models
- Estimating the dimension of a model
- Estimation of the failure time distribution in the presence of informative censoring
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- scientific article; zbMATH DE number 6162361 (Why is no real title available?)
- scientific article; zbMATH DE number 3385132 (Why is no real title available?)
- Least angle regression. (With discussion)
- Model Selection and Estimation in Regression with Grouped Variables
- Nearly unbiased variable selection under minimax concave penalty
- Nonlinear GCV and quasi-GCV for shrinkage models
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- Partial correlation estimation by joint sparse regression models
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- Proportional hazard model estimation under dependent censoring using copulas and penalized likelihood
- Regression analysis of additive hazards model with latent variables
- Regression Survival Analysis with an Assumed Copula for Dependent Censoring: A Sensitivity Analysis Approach
- Regularization and Variable Selection Via the Elastic Net
- Semiparametric analysis of the additive risk model
- Semiparametric Marginal Regression Analysis for Dependent Competing Risks Under an Assumed Copula
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- Simultaneous Estimation and Variable Selection for Interval-Censored Data With Broken Adaptive Ridge Regression
- Sparse estimation of Cox proportional hazards models via approximated information criteria
- The Adaptive Lasso and Its Oracle Properties
- Variable selection and subgroup analysis for high-dimensional censored data
- Variable selection for Cox's proportional hazards model and frailty model
- Variable selection in subdistribution hazard frailty models with competing risks data
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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