Principled sure independence screening for Cox models with ultra-high-dimensional covariates
type: Item
instance of: scholarly article
title: Principled sure independence screening for Cox models with ultra-high-dimensional covariates
zbMATH Open document ID: 1233.62173
author: Sihai Dave Zhao
author: Yi Li
published in: Journal of Multivariate Analysis
publication date: 2012-03-13T00:00:00Z
full work available at URL: https://biostats.bepress.com/cgi/viewcontent.cgi
Mathematics Subject Classification ID: 62N01
Mathematics Subject Classification ID: 62J12
Mathematics Subject Classification ID: 62P10
Mathematics Subject Classification ID: 65C60
Mathematics Subject Classification ID: 62H99
zbMATH DE Number: 6014466
zbMATH Keywords: multiple myeloma
zbMATH Keywords: variable selection
describes a project that uses: uniCox
MaRDI profile type: Publication
OpenAlex ID: W2029947124
Wikidata QID: Q42130229
cites work: Q4322338
cites work: The control of the false discovery rate in multiple testing under dependency.
cites work: Consistent variable selection in high dimensional regression via multiple testing
cites work: The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
cites work: Q5654899
cites work: Splitting a Single State of a Stationary Process into Markovian States
cites work: Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
cites work: Variable selection for Cox's proportional hazards model and frailty model
cites work: Sure Independence Screening for Ultrahigh Dimensional Feature Space
cites work: Sure independence screening in generalized linear models with NP-dimensionality
cites work: Q5711197
cites work: Pathwise coordinate optimization
cites work: On the Edgeworth expansion and bootstrap approximation for the cox regression model under random censorship
cites work: The Robust Inference for the Cox Proportional Hazards Model
cites work: About the constants in Talagrand's concentration inequalities for empirical processes.
cites work: Misspecified proportional hazard models
cites work: Q4864293
cites work: Univariate shrinkage in the Cox model for high dimensional data
cites work: Weak convergence and empirical processes. With applications to statistics
cites work: Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
cites work: High-dimensional variable selection
cites work: Adaptive Lasso for Cox's proportional hazards model
cites work: The Adaptive Lasso and Its Oracle Properties
cites work: Regularization and Variable Selection Via the Elastic Net
cites work: One-step sparse estimates in nonconcave penalized likelihood models
DOI: 10.1016/J.JMVA.2011.08.002
Recommended article: Sure Independence Screening Adjusted for Confounding Covariates with Ultrahigh-dimensional Data
Recommended article: A sure independence screening procedure for ultra-high dimensional partially linear additive models
Recommended article: Censored mean variance sure independence screening for ultrahigh dimensional survival data
Recommended article: Sure independence screening in ultrahigh dimensional generalized additive models
Recommended article: Feature screening in ultrahigh dimensional cox's model
Recommended article: Feature screening in ultrahigh-dimensional varying-coefficient Cox model
Recommended article: Conditional distance correlation sure independence screening for ultra-high dimensional survival data
Recommended article: Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
Recommended article: Independent Screening for Single-Index Hazard rate Models with Ultrahigh Dimensional Features
Recommended article: Feature screening in ultrahigh-dimensional additive Cox model
description: scientific article; zbMATH DE number 6014466