Pages that link to "Item:Q3631492"
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The following pages link to A note on path-based variable selection in the penalized proportional hazards model (Q3631492):
Displaying 27 items.
- Oracle inequalities for the Lasso in the high-dimensional Aalen multiplicative intensity model (Q297474) (← links)
- Profiled adaptive elastic-net procedure for partially linear models with high-dimensional covar\-i\-ates (Q419271) (← links)
- High-dimensional Cox regression analysis in genetic studies with censored survival outcomes (Q454771) (← links)
- Sparse estimation and inference for censored median regression (Q963882) (← links)
- On sparse estimation for semiparametric linear transformation models (Q972891) (← links)
- Penalized variable selection procedure for Cox models with semiparametric relative risk (Q987999) (← links)
- Feature selection of ultrahigh-dimensional covariates with survival outcomes: a selective review (Q1650703) (← links)
- High-dimensional additive hazards models and the lasso (Q1950827) (← links)
- Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters (Q2032189) (← links)
- Penalized Cox's proportional hazards model for high-dimensional survival data with grouped predictors (Q2058906) (← links)
- Inference for non-probability samples under high-dimensional covariate-adjusted superpopulation model (Q2082488) (← links)
- A sequential feature selection procedure for high-dimensional Cox proportional hazards model (Q2087405) (← links)
- Penalized generalized empirical likelihood with a diverging number of general estimating equations for censored data (Q2176636) (← links)
- Forward regression for Cox models with high-dimensional covariates (Q2274944) (← links)
- Novel harmonic regularization approach for variable selection in Cox's proportional hazards model (Q2330191) (← links)
- Extended Bayesian information criterion in the Cox model with a high-dimensional feature space (Q2352446) (← links)
- Model structure selection in single-index-coefficient regression models (Q2637608) (← links)
- Resampling-based efficient shrinkage method for non-smooth minimands (Q2863046) (← links)
- An ordinary differential equation-based solution path algorithm (Q3021184) (← links)
- The Dantzig Selector in Cox's Proportional Hazards Model (Q3103139) (← links)
- High-Dimensional Sparse Additive Hazards Regression (Q4916944) (← links)
- Penalized variable selection procedure for Cox proportional hazards model via seamless-$\boldsymbol{L_0}$ penalty (Q5063960) (← links)
- A group bridge approach for component selection in nonparametric accelerated failure time additive regression model (Q5079492) (← links)
- Penalised empirical likelihood for the additive hazards model with high-dimensional data (Q5266567) (← links)
- Penalized and Shrinkage Estimation in the Cox Proportional Hazards Model (Q5419344) (← links)
- CoxKnockoff: controlled feature selection for the Cox model using knockoffs (Q6548861) (← links)
- Penalized weighted proportional hazards model for robust variable selection and outlier detection (Q6628641) (← links)
