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A simple model-free survival conditional feature screening

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  • Chen, Xiaolin
  • Zhang, Yahui
  • Chen, Xiaojing
  • Liu, Yi

Abstract

We propose a new, simple, model-free conditional screening approach for survival data. Sure screening and consistency in ranking properties are rigorously established, and simulation studies are conducted to examine the finite-sample performance of the proposed method.

Suggested Citation

  • Chen, Xiaolin & Zhang, Yahui & Chen, Xiaojing & Liu, Yi, 2019. "A simple model-free survival conditional feature screening," Statistics & Probability Letters, Elsevier, vol. 146(C), pages 156-160.
    • Handle: RePEc:eee:stapro:v:146:y:2019:i:c:p:156-160
    DOI: 10.1016/j.spl.2018.11.019
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    References listed on IDEAS

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    1. Emre Barut & Jianqing Fan & Anneleen Verhasselt, 2016. "Conditional Sure Independence Screening," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(515), pages 1266-1277, July.
    2. Chen, Xiaolin & Chen, Xiaojing & Wang, Hong, 2018. "Robust feature screening for ultra-high dimensional right censored data via distance correlation," Computational Statistics & Data Analysis, Elsevier, vol. 119(C), pages 118-138.
    3. Zhang, Jing & Liu, Yanyan & Wu, Yuanshan, 2017. "Correlation rank screening for ultrahigh-dimensional survival data," Computational Statistics & Data Analysis, Elsevier, vol. 108(C), pages 121-132.
    4. Zhao, Sihai Dave & Li, Yi, 2012. "Principled sure independence screening for Cox models with ultra-high-dimensional covariates," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 397-411.
    5. Anders Gorst-Rasmussen & Thomas Scheike, 2013. "Independent screening for single-index hazard rate models with ultrahigh dimensional features," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 75(2), pages 217-246, March.
    6. Lin, Lu & Sun, Jing, 2016. "Adaptive conditional feature screening," Computational Statistics & Data Analysis, Elsevier, vol. 94(C), pages 287-301.
    7. Jianqing Fan & Jinchi Lv, 2008. "Sure independence screening for ultrahigh dimensional feature space," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(5), pages 849-911, November.
    8. Hyokyoung G. Hong & Jian Kang & Yi Li, 2018. "Conditional screening for ultra-high dimensional covariates with survival outcomes," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 24(1), pages 45-71, January.
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    Cited by:

    1. Chen, Xiaolin & Zhang, Yahui & Liu, Yi & Chen, Xiaojing, 2020. "Model-free feature screening for ultra-high dimensional competing risks data," Statistics & Probability Letters, Elsevier, vol. 164(C).
    2. Li-Pang Chen, 2021. "Feature screening based on distance correlation for ultrahigh-dimensional censored data with covariate measurement error," Computational Statistics, Springer, vol. 36(2), pages 857-884, June.
    3. Lu, Shuiyun & Chen, Xiaolin & Xu, Sheng & Liu, Chunling, 2020. "Joint model-free feature screening for ultra-high dimensional semi-competing risks data," Computational Statistics & Data Analysis, Elsevier, vol. 147(C).

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