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Non-marginal feature screening for varying coefficient competing risks model

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Listed:
  • Tian, Bing
  • Liu, Zili
  • Wang, Hong

Abstract

This article is concerned with a non-marginal feature screening procedure for varying coefficient competing risks models with ultra-high dimensional covariates. The proposed method enjoys ascent property and sure screening property. Its finite-sample performances are illustrated by numerical studies.

Suggested Citation

  • Tian, Bing & Liu, Zili & Wang, Hong, 2022. "Non-marginal feature screening for varying coefficient competing risks model," Statistics & Probability Letters, Elsevier, vol. 190(C).
    • Handle: RePEc:eee:stapro:v:190:y:2022:i:c:s0167715222001729
    DOI: 10.1016/j.spl.2022.109648
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    References listed on IDEAS

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    1. Jingyuan Liu & Runze Li & Rongling Wu, 2014. "Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(505), pages 266-274, March.
    2. Zhixuan Fu & Chirag R. Parikh & Bingqing Zhou, 2017. "Penalized variable selection in competing risks regression," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 23(3), pages 353-376, July.
    3. 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).
    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. Rui Song & Wenbin Lu & Shuangge Ma & X. Jessie Jeng, 2014. "Censored rank independence screening for high-dimensional survival data," Biometrika, Biometrika Trust, vol. 101(4), pages 799-814.
    6. Yang, Guangren & Zhang, Ling & Li, Runze & Huang, Yuan, 2019. "Feature screening in ultrahigh-dimensional varying-coefficient Cox model," Journal of Multivariate Analysis, Elsevier, vol. 171(C), pages 284-297.
    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. Zhixuan Fu & Shuangge Ma & Haiqun Lin & Chirag R. Parikh & Bingqing Zhou, 2017. "Penalized Variable Selection for Multi-center Competing Risks Data," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 9(2), pages 379-405, December.
    Full references (including those not matched with items on IDEAS)

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