Variable selection for high-dimensional Cox model with error rate control
From MaRDI portal
Cites work
- \(p\)-values for high-dimensional regression
- Controlling the false discovery rate via knockoffs
- Estimating false discovery proportion under arbitrary covariance dependence
- False Discovery Rate Control Under General Dependence By Symmetrized Data Aggregation
- High-dimensional variable selection
- scientific article; zbMATH DE number 720689 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Nearly unbiased variable selection under minimax concave penalty
- Non-asymptotic oracle inequalities for the high-dimensional Cox regression via Lasso
- Oracle inequalities for the lasso in the Cox model
- Panning for Gold: ‘Model-X’ Knockoffs for High Dimensional Controlled Variable Selection
- Partial likelihood
- Regularization for Cox's proportional hazards model with NP-dimensionality
- Stability selection. With discussion and authors' reply
- Statistical foundations of data science
- Testing and Confidence Intervals for High Dimensional Proportional Hazards Models
- Variable selection for Cox's proportional hazards model and frailty model
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
This page was built for publication: Variable selection for high-dimensional Cox model with error rate control
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6950605)
