Variable selection with group structure in competing risks quantile regression

DOI10.1002/SIM.7619MaRDI QIDQ7030321zbMATH OpenFDO

Authors Kwang Woo Ahn, Soyoung Kim

Publication date 7 February 2025

Published in Statistics in Medicine (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/SIM.7619

zbMATH Keywords

adaptive Lassocompeting risks quantile regressiongroup bridge

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10)

Cites work

• A group bridge approach for variable selection
• Bayesian quantile regression for censored data
• Competing risks quantile regression
• Group selection in the Cox model with a diverging number of covariates
• Group variable selection via a hierarchical lasso and its oracle property
• Model Selection and Estimation in Regression with Grouped Variables
• Model Selection via Bayesian Information Criterion for Quantile Regression Models
• Penalized variable selection in competing risks regression
• Power-transformed linear quantile regression with censored data
• Quantile regression for competing risks data with missing cause of failure
• Quantile Regression Models with Multivariate Failure Time Data
• Sparse estimation and inference for censored median regression
• Sparse group variable selection based on quantile hierarchical Lasso
• Survival Analysis With Quantile Regression Models
• Variable selection and coefficient estimation via composite quantile regression with randomly censored data
• Variable selection for censored quantile regresion
• Variable selection for multivariate failure time data

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