Non-marginal feature screening for additive hazard model with ultrahigh-dimensional covariates

DOI10.1080/03610926.2020.1770288OpenAlexW3036980602MaRDI QIDQ5079906

Zili Liu, Zikang Xiong

Publication date: 30 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1770288

zbMATH Keywords

survival datasure screening propertyultrahigh dimensionalityadditive hazard modelnon-marginal independent screening

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Unnamed Item
• Sure independence screening in generalized linear models with NP-dimensionality
• Nearly unbiased variable selection under minimax concave penalty
• The Adaptive Lasso and Its Oracle Properties
• Best subset selection via a modern optimization lens
• Principled sure independence screening for Cox models with ultra-high-dimensional covariates
• Introductory lectures on convex optimization. A basic course.
• Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• Extended BIC for small-n-large-P sparse GLM
• Shrinkage Tuning Parameter Selection with a Diverging number of Parameters
• Censored rank independence screening for high-dimensional survival data
• Forward Regression for Ultra-High Dimensional Variable Screening
• Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models
• Semiparametric analysis of the additive risk model
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Sure Independence Screening for Ultrahigh Dimensional Feature Space
• High-Dimensional Sparse Additive Hazards Regression
• Model Selection via Bayesian Information Criterion for Quantile Regression Models
• Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates
• The Sparse MLE for Ultrahigh-Dimensional Feature Screening
• Independent Screening for Single-Index Hazard rate Models with Ultrahigh Dimensional Features
• Conditional quantile screening in ultrahigh-dimensional heterogeneous data
• Regularization and Variable Selection Via the Elastic Net
• Feature screening in ultrahigh dimensional cox's model

This page was built for publication: Non-marginal feature screening for additive hazard model with ultrahigh-dimensional covariates