Surrogate-variable-based model-free feature screening for survival data under the general censoring mechanism

doi:10.1007/s10463-021-00801-7

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	Surrogate-variable-based model-free feature screening for survival data under the general censoring mechanism
	Zhang, Jing 1; Wang, Qihua2,3 ; Wang, Xuan 4
	2021-06-03
发表期刊	ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS
ISSN	0020-3157
页码	19
摘要	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.
关键词	Feature screening Model-free Sure screening property Survival data Ultrahigh dimensionality
DOI	10.1007/s10463-021-00801-7
收录类别	SCI
语种	英语
资助项目	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研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000657561600001
出版者	SPRINGER HEIDELBERG
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/58768
专题	应用数学研究所
通讯作者	Wang, Qihua
作者单位	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
推荐引用方式 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.