Pages that link to "Item:Q1848930"

The following pages link to Variable selection for Cox's proportional hazards model and frailty model (Q1848930):

Displaying 50 items.

• Nonparametric independence feature screening for ultrahigh-dimensional survival data (Q1785798) (← links)
• Shrinkage variable selection and estimation in proportional hazards models with additive structure and high dimensionality (Q1800064) (← links)
• Nonconcave penalized likelihood with a diverging number of parameters. (Q1879926) (← links)
• Space alternating penalized Kullback proximal point algorithms for maximizing likelihood with nondifferentiable penalty (Q1926006) (← links)
• Simultaneous variable selection and estimation in semiparametric modeling of longitudinal/clustered data (Q1940758) (← links)
• Variable selection for general transformation models with right censored data via nonconcave penalties (Q1941458) (← links)
• Variable selection for functional regression models via the \(L_1\) regularization (Q1942907) (← links)
• High-dimensional additive hazards models and the lasso (Q1950827) (← links)
• Model-free feature screening for high-dimensional survival data (Q1989891) (← links)
• Integrative analysis of multiple types of genomic data using an accelerated failure time frailty model (Q2033300) (← links)
• Bi-selection in the high-dimensional additive hazards regression model (Q2044320) (← links)
• A model selection approach for variable selection with censored data (Q2057383) (← links)
• Penalized Cox's proportional hazards model for high-dimensional survival data with grouped predictors (Q2058906) (← links)
• Model pursuit and variable selection in the additive accelerated failure time model (Q2062404) (← links)
• Oracle inequalities for weighted group Lasso in high-dimensional misspecified Cox models (Q2069598) (← links)
• Broken adaptive ridge regression for right-censored survival data (Q2075449) (← links)
• A sequential feature selection procedure for high-dimensional Cox proportional hazards model (Q2087405) (← links)
• Regularization and variable selection in Heckman selection model (Q2122823) (← links)
• Penalized generalized estimating equations approach to longitudinal data with multinomial responses (Q2132028) (← links)
• Variable screening for varying coefficient models with ultrahigh-dimensional survival data (Q2143009) (← links)
• Frailty modelling approaches for semi-competing risks data (Q2176312) (← links)
• Penalized generalized empirical likelihood with a diverging number of general estimating equations for censored data (Q2176636) (← links)
• Bayesian variable selection for survival data using inverse moment priors (Q2194467) (← links)
• Stability selection for Lasso, ridge and elastic net implemented with AFT models (Q2195264) (← links)
• Double-slicing assisted sufficient dimension reduction for high-dimensional censored data (Q2215728) (← links)
• Dynamic tilted current correlation for high dimensional variable screening (Q2222224) (← links)
• Variable selection in the Box-Cox power transformation model (Q2242871) (← links)
• Statistical inference for partially linear regression models with measurement errors (Q2257065) (← links)
• An improved variable selection procedure for adaptive Lasso in high-dimensional survival analysis (Q2274696) (← links)
• Group variable selection in the Andersen-Gill model for recurrent event data (Q2301106) (← links)
• Penalized full likelihood approach to variable selection for Cox's regression model under nested case-control sampling (Q2308438) (← links)
• Penalized empirical likelihood for the sparse Cox regression model (Q2317296) (← links)
• LCox: a tool for selecting genes related to survival outcomes using longitudinal gene expression data (Q2324979) (← links)
• Novel harmonic regularization approach for variable selection in Cox's proportional hazards model (Q2330191) (← links)
• Joint feature screening for ultra-high-dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator (Q2330524) (← links)
• On Hodges' superefficiency and merits of oracle property in model selection (Q2330527) (← links)
• New inference procedures for semiparametric varying-coefficient partially linear Cox models (Q2336372) (← links)
• Extended Bayesian information criterion in the Cox model with a high-dimensional feature space (Q2352446) (← links)
• Variable selection in the additive rate model for recurrent event data (Q2359506) (← links)
• Penalized empirical likelihood inference for sparse additive hazards regression with a diverging number of covariates (Q2361478) (← links)
• Penalized variable selection in competing risks regression (Q2364037) (← links)
• Regularized estimation in sparse high-dimensional multivariate regression, with application to a DNA methylation study (Q2406186) (← links)
• Simultaneous estimation and variable selection for incomplete event history studies (Q2418523) (← links)
• Covariate selection for semiparametric hazard function regression models (Q2486182) (← links)
• Variable selection using MM algorithms (Q2583414) (← links)
• An Akaike information criterion for multiple event mixture cure models (Q2629687) (← links)
• SCAD-penalized regression in additive partially linear proportional hazards models with an ultra-high-dimensional linear part (Q2637602) (← links)
• Bi-level variable selection in semiparametric transformation models with right-censored data (Q2666992) (← links)
• Adaptive bi-level variable selection for multivariate failure time model with a diverging number of covariates (Q2677126) (← links)
• High-dimensional Cox models: the choice of penalty as part of the model building process (Q2786152) (← links)