High dimensional controlled variable selection with model-X knockoffs in the AFT model
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DOI: 10.1007/s00180-023-01426-5
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- Yingying Fan & Jinchi Lv & Mahrad Sharifvaghefi & Yoshimasa Uematsu, 2020. "IPAD: Stable Interpretable Forecasting with Knockoffs Inference," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 115(532), pages 1822-1834, December.
- Ritesh Ramchandani & Dianne M. Finkelstein & David A. Schoenfeld, 2020. "Estimation for an accelerated failure time model with intermediate states as auxiliary information," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 26(1), pages 1-20, January.
- Emmanuel Candès & Yingying Fan & Lucas Janson & Jinchi Lv, 2018. "Panning for gold: ‘model‐X’ knockoffs for high dimensional controlled variable selection," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 80(3), pages 551-577, June.
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Keywords
High dimensional data; Controlled variable selection; Model-X knockoffs; AFT model; FDR;All these keywords.
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