Variable selection in subdistribution hazard frailty models with competing risks data
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Cites work
- A new sparse variable selection via random-effect model
- A Proportional Hazards Model for the Subdistribution of a Competing Risk
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- Adaptive Lasso for Cox's proportional hazards model
- Data Analysis Using Stein's Estimator and its Generalizations
- Double Hierarchical Generalized Linear Models (With Discussion)
- Estimation of Multivariate Frailty Models Using Penalized Partial Likelihood
- Frailty-Based Competing Risks Model for Multivariate Survival Data
- Generalized Linear Models with Random Effects
- Heuristics of instability and stabilization in model selection
- Hierarchical likelihood approach for frailty models
- scientific article; zbMATH DE number 946661 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Model selection in competing risks regression
- New robust variable selection methods for linear regression models
- Nonconcave penalized likelihood with a diverging number of parameters.
- Penalized Estimating Functions and Variable Selection in Semiparametric Regression Models
- Regression Shrinkage and Selection via The Lasso: A Retrospective
- Regularization parameter selections via generalized information criterion
- Sparse canonical covariance analysis for high-throughput data
- The Adaptive Lasso and Its Oracle Properties
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Variable inclusion and shrinkage algorithms
- Variable selection for Cox's proportional hazards model and frailty model
- Variable selection for multivariate failure time data
- Variable selection using MM algorithms
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(5)- Model identifiability for bivariate failure time data with competing risks: parametric baseline cause-specific hazards and non-parametric frailty
- Penalized variable selection with broken adaptive ridge regression for semi-competing risks data
- Linear and nonlinear variable selection in competing risks data
- High-dimensional variable selection and prediction under competing risks with application to SEER-medicare linked data
- Simultaneous variable selection and estimation of survival model with informative censoring
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