On correlation rank screening for ultra-high dimensional competing risks data
From MaRDI portal
Publication:5865416
DOI10.1080/02664763.2021.1884209OpenAlexW3126891910MaRDI QIDQ5865416
Zhenlong Gao, Chenguang Li, Tao Zhang, Xiao-Lin Chen
Publication date: 13 June 2022
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2021.1884209
sure independence screeningmodel-freefeature screeningconsistency in rankingultra-high dimensional competing risks data
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Model-Free Feature Screening for Ultrahigh-Dimensional Data
- Principled sure independence screening for Cox models with ultra-high-dimensional covariates
- A selective overview of feature screening for ultrahigh-dimensional data
- Correlation rank screening for ultrahigh-dimensional survival data
- Robust feature screening for ultra-high dimensional right censored data via distance correlation
- Model-free feature screening for ultrahigh dimensional censored regression
- A simple model-free survival conditional feature screening
- Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
- Model-free feature screening for ultra-high dimensional competing risks data
- Penalized variable selection in competing risks regression
- A Proportional Hazards Model for the Subdistribution of a Competing Risk
- Sure Independence Screening for Ultrahigh Dimensional Feature Space
- The Sparse MLE for Ultrahigh-Dimensional Feature Screening
- Feature screening based on ultrahigh dimensional competing risks models
- Independent Screening for Single-Index Hazard rate Models with Ultrahigh Dimensional Features
- Convergence of stochastic processes
This page was built for publication: On correlation rank screening for ultra-high dimensional competing risks data