Model-free feature screening for ultra-high dimensional competing risks data

Xiaolin Chen, Yahui Zhang, Yi Liu and Xiaojing Chen

Statistics & Probability Letters, 2020, vol. 164, issue C

Abstract: In this article, we propose model-free marginal and conditional feature screening approaches for ultra-high dimensional competing risks data. The suggested procedures possess ranking consistency and sure screening properties. Their finite-sample performances are verified through numerical studies.

Keywords: Feature screening; Competing risks data; Consistency in ranking property; Sure screening property; Ultra-high dimensionality (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2020.108815

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