Variable screening for varying coefficient models with ultrahigh-dimensional survival data

doi:10.1016/j.csda.2022.107498

CSpace > 应用数学研究所

	Variable screening for varying coefficient models with ultrahigh-dimensional survival data
	Qu, Lianqiang 1; Wang, Xiaoyu2 ; Sun, Liuquan2
	2022-08-01
发表期刊	COMPUTATIONAL STATISTICS & DATA ANALYSIS
ISSN	0167-9473
卷号	172 页码:12
摘要	In this article, we develop a variable screening method for varying coefficient hazards models of single-index form. The proposed method can be viewed as a natural survival extension of conditional correlation screening. An appealing feature of the proposed method is that it is applicable to many popularly used survival models, including the varying coefficient additive hazards model and the varying coefficient Cox model. The proposed method enjoys the sure screening property, and the number of the selected covariates can be bounded by a moderate order. Simulation studies demonstrate that our method performs well, and an empirical example is also presented.(c) 2022 Elsevier B.V. All rights reserved.
关键词	Kernel smoothing Survival data Ultrahigh dimensionality Variable screening Varying coefficient
DOI	10.1016/j.csda.2022.107498
收录类别	SCI
语种	英语
资助项目	National Natural Science Foundation of China[12171463] ; National Natural Science Foundation of China[12001219] ; Hubei Natural Science Foundation of China[2018CFB256]
WOS研究方向	Computer Science ; Mathematics
WOS类目	Computer Science, Interdisciplinary Applications ; Statistics & Probability
WOS记录号	WOS:000796740200003
出版者	ELSEVIER
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/61464
专题	应用数学研究所博士后
通讯作者	Sun, Liuquan
作者单位	1.Cent China Normal Univ, Sch Math & Stat, Wuhan 430079, Hubei, 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,Wang, Xiaoyu,Sun, Liuquan. Variable screening for varying coefficient models with ultrahigh-dimensional survival data[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS,2022,172:12.
APA	Qu, Lianqiang,Wang, Xiaoyu,&Sun, Liuquan.(2022).Variable screening for varying coefficient models with ultrahigh-dimensional survival data.COMPUTATIONAL STATISTICS & DATA ANALYSIS,172,12.
MLA	Qu, Lianqiang,et al."Variable screening for varying coefficient models with ultrahigh-dimensional survival data".COMPUTATIONAL STATISTICS & DATA ANALYSIS 172(2022):12.