Projection-based and cross-validated estimation in high-dimensional Cox model

doi:10.1111/sjos.12515

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	Projection-based and cross-validated estimation in high-dimensional Cox model
	Zhang, Haixiang 1; Huang, Jian 2; Sun, Liuquan3
	2021-03-02
发表期刊	SCANDINAVIAN JOURNAL OF STATISTICS
ISSN	0303-6898
页码	20
摘要	We propose a projection-based cross-validation method for estimating a low-dimensional parameter in the presence of a high-dimensional nuisance parameter in the Cox regression model. We show that the proposed estimator is asymptotically normal, which enables us to conduct hypothesis test for the parameter of interest with high-dimensional nuisance parameters. Three decision rules are presented to avoid the influence of random splitting of samples. Simulation studies indicate that our method is more powerful than that of Fang et al. (2017, JRSSB) when the coefficients of predictors are high-dimensional and not very sparse. As an illustrative example, we apply our procedure to a breast cancer study.
关键词	cross‐ validation high‐ dimensional nuisance parameters hypothesis test oracle inequality sample splitting
DOI	10.1111/sjos.12515
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] ; National Natural Science Foundation of China[11926341] ; NSF[DMS-1916199]
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000624016800001
出版者	WILEY
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/58225
专题	应用数学研究所
通讯作者	Zhang, Haixiang
作者单位	1.Tianjin Univ, Ctr Appl Math, Tianjin 300072, Peoples R China 2.Univ Iowa, Dept Stat & Actuarial Sci, Iowa City, IA USA 3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China
推荐引用方式 GB/T 7714	Zhang, Haixiang,Huang, Jian,Sun, Liuquan. Projection-based and cross-validated estimation in high-dimensional Cox model[J]. SCANDINAVIAN JOURNAL OF STATISTICS,2021:20.
APA	Zhang, Haixiang,Huang, Jian,&Sun, Liuquan.(2021).Projection-based and cross-validated estimation in high-dimensional Cox model.SCANDINAVIAN JOURNAL OF STATISTICS,20.
MLA	Zhang, Haixiang,et al."Projection-based and cross-validated estimation in high-dimensional Cox model".SCANDINAVIAN JOURNAL OF STATISTICS (2021):20.