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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...
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| Gepubliceerd in: | J Multivar Anal |
|---|---|
| Hoofdauteurs: | , , |
| Formaat: | Artigo |
| Taal: | Inglês |
| Gepubliceerd in: |
2019
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| Onderwerpen: | |
| Online toegang: | 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 |
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