A non-marginal variable screening method for the varying coefficient Cox model

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	A non-marginal variable screening method for the varying coefficient Cox model
	Qu, Lianqiang 1; Sun, Liuquan2
	2021
发表期刊	STATISTICS AND ITS INTERFACE
ISSN	1938-7989
卷号	14 期号:2 页码:197-209
摘要	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.
关键词	Cox model Kernel smoothing Non-marginal screening Ultrahigh-dimensionality Varying coefficient
收录类别	SCI
语种	英语
资助项目	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研究方向	Mathematical & Computational Biology ; Mathematics
WOS类目	Mathematical & Computational Biology ; Mathematics, Interdisciplinary Applications
WOS记录号	WOS:000601395100009
出版者	INT PRESS BOSTON, INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/57917
专题	应用数学研究所
通讯作者	Sun, Liuquan
作者单位	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
推荐引用方式 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.