Pages that link to "Item:Q2892638"
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The following pages link to Adaptive Lasso Variable Selection for the Accelerated Failure Models (Q2892638):
Displaying 17 items.
- Variable selection for survival data with a class of adaptive elastic net techniques (Q294255) (← links)
- A modified adaptive Lasso for identifying interactions in the Cox model with the heredity constraint (Q395986) (← links)
- Variable selection in the accelerated failure time model via the bridge method (Q746027) (← links)
- A relative error-based approach for variable selection (Q1659002) (← links)
- Bayesian analysis of penalized quantile regression for longitudinal data (Q1685287) (← links)
- Model pursuit and variable selection in the additive accelerated failure time model (Q2062404) (← links)
- Bayesian penalized Buckley-James method for high dimensional bivariate censored regression models (Q2134161) (← links)
- An improved variable selection procedure for adaptive Lasso in high-dimensional survival analysis (Q2274696) (← links)
- Adaptive group bridge selection in the semiparametric accelerated failure time model (Q2293393) (← links)
- Perturbation bootstrap in adaptive Lasso (Q2313280) (← links)
- A fast algorithm for the accelerated failure time model with high-dimensional time-to-event data (Q3390327) (← links)
- Adaptive-Cox model averaging for right-censored data (Q4597976) (← links)
- Covariate selection for accelerated failure time data (Q4976275) (← links)
- Shrinkage estimation in lognormal regression model for censored data (Q5138524) (← links)
- Variable selection for semiparametric accelerated failure time models with nonignorable missing data (Q6548540) (← links)
- Renewable risk assessment of heterogeneous streaming time-to-event cohorts (Q6618389) (← links)
- Penalized variable selection for accelerated failure time models with random effects (Q6625698) (← links)
