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

文献类型：期刊论文

作者Qu, Lianqiang1; Sun, Liuquan2
刊名STATISTICS AND ITS INTERFACE
出版日期2021
卷号14期号:2页码:197-209
关键词Cox model Kernel smoothing Non-marginal screening Ultrahigh-dimensionality Varying coefficient
ISSN号1938-7989
英文摘要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.
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
语种英语
WOS记录号WOS:000601395100009
出版者INT PRESS BOSTON, INC
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/57916]  
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.

入库方式： OAI收割

来源：数学与系统科学研究院

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