KMS Of Academy of mathematics and systems sciences, CAS
| Surrogate-variable-based model-free feature screening for survival data under the general censoring mechanism | |
Zhang, Jing1; Wang, Qihua2,3 ; Wang, Xuan4
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| 2021-06-03 | |
| Source Publication | ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS
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| ISSN | 0020-3157 |
| Pages | 19 |
| Abstract | Feature screening has been seen as the first step in analyzing the ultrahigh-dimensional data with the censored survival time. In this article, we develop a surrogate-variable-based model-free feature screening approach for the censored data under the general censoring mechanism, where the censoring variable may depend on the survival variable and the covariates. This approach is developed by finding some observable variables whose active covariates contain the active covariates of the survival variable as a subset, respectively. Then, any existing model-free feature screening method with the sure screening property for full data can be applied to estimating the sets of the active covariates of the observable variables and hence the set of the active covariates of the survival variable. The sure screening property of the proposed approach is established, and its finite sample performances are demonstrated through some simulations. Further, we illustrate the proposed approach by analyzing two real datasets. |
| Keyword | Feature screening Model-free Sure screening property Survival data Ultrahigh dimensionality |
| DOI | 10.1007/s10463-021-00801-7 |
| Indexed By | SCI |
| Language | 英语 |
| Funding Project | National Natural Science Foundation of China[11871460] ; National Natural Science Foundation of China[61621003] ; Key Lab of Random Complex Structure and Data Science, CAS |
| WOS Research Area | Mathematics |
| WOS Subject | Statistics & Probability |
| WOS ID | WOS:000657561600001 |
| Publisher | SPRINGER HEIDELBERG |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/58768 |
| Collection | 应用数学研究所 |
| Corresponding Author | Wang, Qihua |
| Affiliation | 1.Shanghai Lixin Univ Accounting & Finance, Sch Math & Stat, Shanghai 201209, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 3.Zhejiang Gongshang Univ, Sch Math & Stat, Hangzhou 310018, Zhejiang, Peoples R China 4.Zhejiang Univ, Sch Math Sci, Hangzhou 310018, Zhejiang, Peoples R China |
| Recommended Citation GB/T 7714 | Zhang, Jing,Wang, Qihua,Wang, Xuan. Surrogate-variable-based model-free feature screening for survival data under the general censoring mechanism[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,2021:19. |
| APA | Zhang, Jing,Wang, Qihua,&Wang, Xuan.(2021).Surrogate-variable-based model-free feature screening for survival data under the general censoring mechanism.ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,19. |
| MLA | Zhang, Jing,et al."Surrogate-variable-based model-free feature screening for survival data under the general censoring mechanism".ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS (2021):19. |
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