Variable screening for varying coefficient models with ultrahigh-dimensional survival data
文献类型:期刊论文
作者 | Qu, Lianqiang1; Wang, Xiaoyu2![]() ![]() |
刊名 | COMPUTATIONAL STATISTICS & DATA ANALYSIS
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出版日期 | 2022-08-01 |
卷号 | 172页码:12 |
关键词 | Kernel smoothing Survival data Ultrahigh dimensionality Variable screening Varying coefficient |
ISSN号 | 0167-9473 |
DOI | 10.1016/j.csda.2022.107498 |
英文摘要 | 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. |
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 |
语种 | 英语 |
WOS记录号 | WOS:000796740200003 |
出版者 | ELSEVIER |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/61463] ![]() |
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. |
入库方式: OAI收割
来源:数学与系统科学研究院
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