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

文献类型：期刊论文

作者Zhang, Haixiang1; Huang, Jian2; Sun, Liuquan3
刊名SCANDINAVIAN JOURNAL OF STATISTICS
出版日期2021-03-02
页码20
关键词cross‐ validation high‐ dimensional nuisance parameters hypothesis test oracle inequality sample splitting
ISSN号0303-6898
DOI10.1111/sjos.12515
英文摘要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.
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
语种英语
WOS记录号WOS:000624016800001
出版者WILEY
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/58224]  
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.

入库方式： OAI收割

来源：数学与系统科学研究院

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