Non-marginal feature screening for varying coefficient competing risks model

Bing Tian, Zili Liu and Hong Wang

Statistics & Probability Letters, 2022, vol. 190, issue C

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.

Keywords: Competing risks; Joint screening; Local partial-likelihood; Survival analysis; Ultrahigh dimensionality (search for similar items in EconPapers)
Date: 2022
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715222001729
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:190:y:2022:i:c:s0167715222001729

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2022.109648

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().