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Forward regression for Cox models with high-dimensional covariates
Forward regression, a classical variable screening method, has been widely used for model building when the number of covariates is relatively low. However, forward regression is seldom used in high-dimensional settings because of the cumbersome computation and unknown theoretical properties. Some r...
Shranjeno v:
| izdano v: | J Multivar Anal |
|---|---|
| Main Authors: | , , |
| Format: | Artigo |
| Jezik: | Inglês |
| Izdano: |
2019
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| Teme: | |
| Online dostop: | https://ncbi.nlm.nih.gov/pmc/articles/PMC6469712/ https://ncbi.nlm.nih.gov/pubmed/31007300 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.jmva.2019.02.011 |
| Oznake: |
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