Copertina

Scalable likelihood-based estimation and variable selection for the Cox model with incomplete covariates

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Kwok, Ngok Sang, Wong, Kin Yau
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Methodology Computation
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

An optimal two-step estimation approach for two-phase studies
di: Zhou, Qingning, et al.
Pubblicazione: (2025)

A global kernel estimator for partially linear varying coefficient additive hazards models
di: Ng, Hoi Min, et al.
Pubblicazione: (2024)

A mirror descent approach to maximum likelihood estimation in latent variable models
di: Crucinio, Francesca R.
Pubblicazione: (2025)

Adaptive greedy forward variable selection for linear regression models with incomplete data using multiple imputation
di: Lee, Yong-Shiuan
Pubblicazione: (2022)

Statistical inference after variable selection in Cox models: A simulation study
di: Schemet, Lena, et al.
Pubblicazione: (2026)

Estimating the variance-covariance matrix of two-step estimates of latent variable models: A general simulation-based approach
di: Di Mari, Roberto, et al.
Pubblicazione: (2025)

Hybrid methods for missing categorical covariates in Cox model
di: Dioni, Abdoulaye, et al.
Pubblicazione: (2025)

A unified approach to penalized likelihood estimation of covariance matrices in high dimensions
di: Cibinel, Luca, et al.
Pubblicazione: (2024)

Variable selection in frailty mixture cure models via penalized likelihood estimation
di: Tawiah, Richard, et al.
Pubblicazione: (2025)

Efficient smoothness selection for nonparametric Markov-switching models via quasi restricted maximum likelihood
di: Koslik, Jan-Ole
Pubblicazione: (2024)

A comparison of the discrimination performance of lasso and maximum likelihood estimation in logistic regression model
di: Junior, Gilberto P. Alcântara, et al.
Pubblicazione: (2024)

Functional Cox model for interval-censored data
di: Xu, Yangjianchen, et al.
Pubblicazione: (2026)

Robust model selection using likelihood as data
di: Choi, Jongwoo, et al.
Pubblicazione: (2026)

Maximum likelihood abundance estimation from capture-recapture data when covariates are missing at random
di: Liu, Yang, et al.
Pubblicazione: (2025)

Dealing with separation problem in hidden Markov models with covariates based on a penalized maximum likelihood approach
di: Brusa, Luca, et al.
Pubblicazione: (2025)

Bayesian variable selection in sample selection models using spike-and-slab priors
di: Iqbal, Adam J., et al.
Pubblicazione: (2023)

Handling incomplete outcomes and covariates in cluster-randomized trials: doubly-robust estimation, efficiency considerations, and sensitivity analysis
di: Wang, Bingkai, et al.
Pubblicazione: (2024)

Irregularly and incompletely sampled random fields in the Earth sciences: Analysis and synthesis of parameterized covariance models
di: Walbert, Olivia L., et al.
Pubblicazione: (2026)

Locally weighted minimum contrast estimation for spatio-temporal log-Gaussian Cox processes
di: D'Angelo, Nicoletta, et al.
Pubblicazione: (2022)

Composite likelihood inference for the Poisson log-normal model
di: Stoehr, Julien, et al.
Pubblicazione: (2024)

Semiparametric fiducial inference for Cox models
di: Cui, Yifan, et al.
Pubblicazione: (2024)

Large covariance matrix estimation with factor-assisted variable clustering
di: Li, Dong, et al.
Pubblicazione: (2025)

Robust covariance estimation and explainable outlier detection for matrix-valued data
di: Mayrhofer, Marcus, et al.
Pubblicazione: (2024)

Robust regularized covariance matrix estimation: well-posedness and convergent algorithm
di: Yi, Mengxi, et al.
Pubblicazione: (2026)

Penalised spline estimation of covariate-specific time-dependent ROC curves
di: Rodríguez-Álvarez, María Xosé, et al.
Pubblicazione: (2025)

Bayesian variable selection in a Cox proportional hazards model with the "Sum of Single Effects" prior
di: Yang, Yunqi, et al.
Pubblicazione: (2025)

A note on the area under the likelihood and the fake evidence for model selection
di: Martino, L., et al.
Pubblicazione: (2026)

Depth-based estimation for multivariate functional data with phase variability
di: Arribas-Gil, Ana, et al.
Pubblicazione: (2026)

Stabilised weighted data subsampling for accelerated inference in models with recursive likelihoods
di: Quiroz, Matias, et al.
Pubblicazione: (2026)

Bounds on inequality with incomplete data
di: Banks, James, et al.
Pubblicazione: (2025)

Maximum-likelihood estimation of the Matérn covariance structure of isotropic spatial random fields on finite, sampled grids
di: Simons, Frederik J., et al.
Pubblicazione: (2025)

A unified analysis of likelihood-based estimators in the Plackett--Luce model
di: Han, Ruijian, et al.
Pubblicazione: (2023)

Unbiased likelihood estimation of the Langevin diffusion for animal movement modelling
di: Togunov, Ron R., et al.
Pubblicazione: (2025)

Bayesian Cox model with graph-structured variable selection priors for multi-omics biomarker identification
di: Hermansen, Tobias Østmo, et al.
Pubblicazione: (2025)

Scalable Bayesian Structure Learning for Gaussian Graphical Models Using Marginal Pseudo-likelihood
di: Mohammadi, Reza, et al.
Pubblicazione: (2023)

Dynamic likelihood hazard rate estimation
di: Hjort, Nils Lid
Pubblicazione: (2026)

Testing procedures based on maximum likelihood estimation for Marked Hawkes processes
di: Bonnet, Anna, et al.
Pubblicazione: (2024)

Optimal combination of composite likelihoods using approximate Bayesian computation with application to state-space models
di: Li, Wentao, et al.
Pubblicazione: (2024)

Spectral subsampling MCMC for Lévy-driven continuous-time ARMA models with expensive likelihood contributions
di: Goodwin, Thomas, et al.
Pubblicazione: (2026)

The multirank likelihood for semiparametric canonical correlation analysis
di: Bryan, Jordan G., et al.
Pubblicazione: (2021)