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

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	A non-marginal variable screening method for the varying coefficient Cox model
	Qu, Lianqiang 1; Sun, Liuquan 2
刊名	STATISTICS AND ITS INTERFACE
	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
出版者	INT PRESS BOSTON, INC
WOS记录号	WOS:000601395100009
内容类型	期刊论文
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.