KMS Of Academy of mathematics and systems sciences, CAS
| A non-marginal variable screening method for the varying coefficient Cox model | |
Qu, Lianqiang1; Sun, Liuquan2
| |
| 2021 | |
| Source Publication | STATISTICS AND ITS INTERFACE
 |
| ISSN | 1938-7989 |
| Volume | 14Issue:2Pages:197-209 |
| Abstract | The varying coefficient model has become a very popular statistical tool for describing the dynamic effects of covariates on the response. In this article, we develop a new variable screening method for the varying coefficient Cox model based on the kernel smoothing and group learning methods. The sure screening property is established for ultrahigh-dimensional settings. In addition, an iterative groupwise hard-thresholding algorithm is developed to implement our method. Simulation studies are conducted to evaluate the finite sample performances of the proposed method. An application to an ovarian cancer dataset is provided. |
| Keyword | Cox model Kernel smoothing Non-marginal screening Ultrahigh-dimensionality Varying coefficient |
| Indexed By | SCI |
| Language | 英语 |
| Funding Project | National Natural Science Foundation of China[11771431] ; National Natural Science Foundation of China[11690015] ; Key Laboratory of RCSDS, CAS[2008DP173182] ; Hubei Natural Science Foundation of China[2018CFB256] |
| WOS Research Area | Mathematical & Computational Biology ; Mathematics |
| WOS Subject | Mathematical & Computational Biology ; Mathematics, Interdisciplinary Applications |
| WOS ID | WOS:000601395100009 |
| Publisher | INT PRESS BOSTON, INC |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/57917 |
| Collection | 应用数学研究所 |
| Corresponding Author | Sun, Liuquan |
| Affiliation | 1.Cent China Normal Univ, Sch Math & Stat, Wuhan 430079, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100190, Peoples R China |
| Recommended Citation GB/T 7714 | Qu, Lianqiang,Sun, Liuquan. A non-marginal variable screening method for the varying coefficient Cox model[J]. STATISTICS AND ITS INTERFACE,2021,14(2):197-209. |
| APA | Qu, Lianqiang,&Sun, Liuquan.(2021).A non-marginal variable screening method for the varying coefficient Cox model.STATISTICS AND ITS INTERFACE,14(2),197-209. |
| MLA | Qu, Lianqiang,et al."A non-marginal variable screening method for the varying coefficient Cox model".STATISTICS AND ITS INTERFACE 14.2(2021):197-209. |
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