Conditional-quantile screening for ultrahigh-dimensional survival data via marti

本文刊于:《Science China(Mathematics)》 2018年第10期

关键词:
ultrahigh-dimensional survival data;mart

Keywords
ultrahigh-dimensional survival data;martingale difference correlation;censored-conditionalquantile screening;sure-screening property
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摘要
     Using the so-called martingale difference correlation(MDC), we propose a novel censoredconditional-quantile screening approach for ultrahigh-dimensional survival data with heterogeneity(which is often present in such data). By incorporating a weighting scheme, this method is a natural extension of MDCbased conditional quantile screening, as considered by Shao and Zhang(2014), to handle ultrahigh-dimensional survival data. The proposed screening procedure has a sure-screening property under certain technical conditions and an excellent capability of detecting the nonlinear relationship between independent and censored dependent variables. Both simulation results and an analysis of real data demonstrate the effectiveness of the new censored conditional quantile-screening procedure.


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