Pages that link to "Item:Q5479491"
From MaRDI portal
The following pages link to Variable selection for multivariate failure time data (Q5479491):
Displaying 49 items.
- Variable selection in discrete survival models including heterogeneity (Q99247) (← links)
- Sparse estimators and the oracle property, or the return of Hodges' estimator (Q290948) (← links)
- Jackknife empirical likelihood for linear transformation models with right censoring (Q314584) (← links)
- New empirical likelihood inference for linear transformation models (Q419260) (← links)
- Regularization for Cox's proportional hazards model with NP-dimensionality (Q449987) (← links)
- SICA for Cox's proportional hazards model with a diverging number of parameters (Q477528) (← links)
- Variable selection in measurement error models (Q605044) (← links)
- Group and within-group variable selection for competing risks data (Q725412) (← links)
- Variable selection using penalized empirical likelihood (Q763671) (← links)
- Variable selection for generalized odds rate mixture cure models with interval-censored failure time data (Q830426) (← links)
- Variable selection for recurrent event data via nonconcave penalized estimating function (Q841054) (← links)
- Variable selection in semiparametric hazard regression for multivariate survival data (Q893164) (← links)
- One-step sparse estimates in nonconcave penalized likelihood models (Q939649) (← links)
- Penalized variable selection procedure for Cox models with semiparametric relative risk (Q987999) (← links)
- A note on optimal weights and variable selections for multivariate survival data (Q1042940) (← links)
- Rejoinder for ``Gaining efficiency via weighted estimators for multivariate failure time data'' (Q1042942) (← links)
- Variable selection via generalized SELO-penalized Cox regression models (Q1738526) (← links)
- Simultaneous variable selection and estimation in semiparametric modeling of longitudinal/clustered data (Q1940758) (← links)
- Variable selection for functional regression models via the \(L_1\) regularization (Q1942907) (← links)
- Hierarchically penalized additive hazards model with diverging number of parameters (Q2254832) (← links)
- Statistical inference for partially linear regression models with measurement errors (Q2257065) (← links)
- Joint feature screening for ultra-high-dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator (Q2330524) (← 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)
- Variable selection for recurrent event data with informative censoring (Q2391908) (← links)
- Variable selection in Cox regression models with varying coefficients (Q2437864) (← links)
- Variable selection using MM algorithms (Q2583414) (← links)
- Adaptive bi-level variable selection for multivariate failure time model with a diverging number of covariates (Q2677126) (← links)
- Variable selection in partially linear hazard regression for multivariate failure time data (Q2811286) (← links)
- Fixed and Random Effects Selection in Mixed Effects Models (Q3013979) (← links)
- Variable Selection for Panel Count Data via Non-Concave Penalized Estimating Function (Q3077761) (← links)
- Variable selection for high dimensional multivariate outcomes (Q3195164) (← links)
- A penalized estimation for the Cox model with ordinal multinomial covariates (Q3390621) (← links)
- Selecting Factors Predictive of Heterogeneity in Multivariate Event Time Data (Q3442963) (← links)
- Identification of homogeneous and heterogeneous variables in pooled cohort studies (Q3459937) (← links)
- ACCELERATED FAILURE TIME MODELS WITH NONLINEAR COVARIATES EFFECTS (Q3592380) (← links)
- High-Dimensional Sparse Additive Hazards Regression (Q4916944) (← links)
- Variable selection and prediction using a nested, matched case‐control study: Application to hospital acquired pneumonia in stroke patients (Q4979244) (← 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)
- Variable selection for frailty transformation models with application to diabetic complications (Q5507364) (← links)
- Simultaneous variable selection in regression analysis of multivariate interval‐censored data (Q6055684) (← links)
- Analysis of noisy survival data with graphical proportional hazards measurement error models (Q6076507) (← links)
- Multivariate survival analysis in big data: A divide‐and‐combine approach (Q6079569) (← links)
- Adaptive bridge estimator for Cox model with a diverging number of parameters (Q6106194) (← links)
- Variable selection in proportional odds model with informatively interval-censored data (Q6579430) (← links)
- A conditional approach for regression analysis of case \(K\) interval-censored failure time data with informative censoring (Q6626712) (← links)
- Multi-threshold proportional hazards model and subgroup identification (Q6629415) (← links)
- Variable selection for bivariate interval-censored failure time data under linear transformation models (Q6636207) (← links)
