Principled sure independence screening for Cox models with ultra-high-dimensional covariates
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DOI: 10.1016/j.jmva.2011.08.002
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References listed on IDEAS
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- Jianqing Fan & Jinchi Lv, 2008. "Sure independence screening for ultrahigh dimensional feature space," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(5), pages 849-911, November.
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Keywords
Cox model; Multiple myeloma; Sure independence screening; Ultra-high-dimensional covariates; Variable selection;All these keywords.
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