Variable selection for censored data using modified correlation adjusted correlation (MCAR) scores

Cites Work

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Bagging predictors
High-Dimensional Regression and Variable Selection Using CAR Scores
A well-conditioned estimator for large-dimensional covariance matrices
Variable selection for survival data with a class of adaptive elastic net techniques
Boosting algorithms: regularization, prediction and model fitting
Variable selection in the accelerated failure time model via the bridge method
A decision-theoretic generalization of on-line learning and an application to boosting
A conversation with Sir David Cox
Special issue on model selection and high dimensional data reduction
Least angle regression. (With discussion)
Variable selection and parameter estimation for partially linear models via Dantzig selector
Stability selection for Lasso, ridge and elastic net implemented with AFT models
NOVELIST estimator of large correlation and covariance matrices and their inverses
Consistent estimation under random censorship when covariables are present
The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
Survival Analysis with High-Dimensional Covariates: An Application in Microarray Studies
Univariate Shrinkage in the Cox Model for High Dimensional Data
Regularized Estimation in the Accelerated Failure Time Model with High-Dimensional Covariates
Rank-based inference for the accelerated failure time model
On the performance of adaptive preprocessing technique in analyzing high‐dimensional censored data
L 1-Regularization Path Algorithm for Generalized Linear Models
Doubly Penalized Buckley–James Method for Survival Data with High‐Dimensional Covariates
Ridge Regression: Biased Estimation for Nonorthogonal Problems

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