Optimal model averaging forecasting in high-dimensional survival analysis

Penalized generalized empirical likelihood with a diverging number of general estimating equations for censored data

(2020) Niansheng Tang et al.   ANNALS OF STATISTICS

Time to default in credit scoring using survival analysis: a benchmark study

(2017) Lore Dirick et al.   JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY

Optimal Model Averaging Estimation for Generalized Linear Models and Generalized Linear Mixed-Effects Models

(2016) Xinyu Zhang et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Conditional quantile screening in ultrahigh-dimensional heterogeneous data

(2015) Y. Wu et al.   BIOMETRIKA

Censored rank independence screening for high-dimensional survival data

(2014) R. Song et al.   BIOMETRIKA

Model averaging and weight choice in linear mixed-effects models

(2014) X. Zhang et al.   BIOMETRIKA

Heteroscedasticity-robustCpmodel averaging

(2013) Qingfeng Liu et al.   Econometrics Journal

A Model-Averaging Approach for High-Dimensional Regression

(2013) Tomohiro Ando et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

High-Dimensional Sparse Additive Hazards Regression

(2012) Wei Lin et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Jackknife model averaging

(2011) Bruce E. Hansen et al.   JOURNAL OF ECONOMETRICS

Optimal Weight Choice for Frequentist Model Average Estimators

(2011) Hua Liang et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Penalized composite quasi-likelihood for ultrahigh dimensional variable selection

(2011) Jelena Bradic et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Sure independence screening in generalized linear models with NP-dimensionality

(2010) Jianqing Fan et al.   ANNALS OF STATISTICS

Nearly unbiased variable selection under minimax concave penalty

(2010) Cun-Hui Zhang   ANNALS OF STATISTICS

The Dantzig Selector in Cox's Proportional Hazards Model

(2010) ANESTIS ANTONIADIS et al.   SCANDINAVIAN JOURNAL OF STATISTICS

Least squares model averaging by Mallows criterion

(2009) Alan T.K. Wan et al.   JOURNAL OF ECONOMETRICS

Covariate Selection for the Semiparametric Additive Risk Model

(2009) TORBEN MARTINUSSEN et al.   SCANDINAVIAN JOURNAL OF STATISTICS

A note on path-based variable selection in the penalized proportional hazards model

(2008) H. Zou   BIOMETRIKA

Sure independence screening for ultrahigh dimensional feature space

(2008) Jianqing Fan et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY