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Article: Variable screening for survival data in the presence of heterogeneous censoring

TitleVariable screening for survival data in the presence of heterogeneous censoring
Authors
KeywordsGehan‐type rank statistics
high‐dimensional survival data
heterogeneous censoring
sure screening property
Issue Date2020
PublisherWiley-Blackwell Publishing Ltd. The Journal's web site is located at http://onlinelibrary.wiley.com/journal/10.1111/(ISSN)1467-9469
Citation
Scandinavian Journal of Statistics: theory and applications, 2020, v. 47 n. 4, p. 1171-1191 How to Cite?
AbstractVariable screening for censored survival data is most challenging when both survival and censoring times are correlated with an ultrahigh‐dimensional vector of covariates. Existing approaches to handling censoring often make use of inverse probability weighting by assuming independent censoring with both survival time and covariates. This is a convenient but rather restrictive assumption which may be unmet in real applications, especially when the censoring mechanism is complex and the number of covariates is large. To accommodate heterogeneous (covariate‐dependent) censoring that is often present in high‐dimensional survival data, we propose a Gehan‐type rank screening method to select features that are relevant to the survival time. The method is invariant to monotone transformations of the response and of the predictors, and works robustly for a general class of survival models. We establish the sure screening property of the proposed methodology. Simulation studies and a lymphoma data analysis demonstrate its favorable performance and practical utility.
Persistent Identifierhttp://hdl.handle.net/10722/284114
ISSN
2023 Impact Factor: 0.8
2023 SCImago Journal Rankings: 0.892
ISI Accession Number ID

 

DC FieldValueLanguage
dc.contributor.authorXu, J-
dc.contributor.authorLi, WK-
dc.contributor.authorYing, Z-
dc.date.accessioned2020-07-20T05:56:12Z-
dc.date.available2020-07-20T05:56:12Z-
dc.date.issued2020-
dc.identifier.citationScandinavian Journal of Statistics: theory and applications, 2020, v. 47 n. 4, p. 1171-1191-
dc.identifier.issn0303-6898-
dc.identifier.urihttp://hdl.handle.net/10722/284114-
dc.description.abstractVariable screening for censored survival data is most challenging when both survival and censoring times are correlated with an ultrahigh‐dimensional vector of covariates. Existing approaches to handling censoring often make use of inverse probability weighting by assuming independent censoring with both survival time and covariates. This is a convenient but rather restrictive assumption which may be unmet in real applications, especially when the censoring mechanism is complex and the number of covariates is large. To accommodate heterogeneous (covariate‐dependent) censoring that is often present in high‐dimensional survival data, we propose a Gehan‐type rank screening method to select features that are relevant to the survival time. The method is invariant to monotone transformations of the response and of the predictors, and works robustly for a general class of survival models. We establish the sure screening property of the proposed methodology. Simulation studies and a lymphoma data analysis demonstrate its favorable performance and practical utility.-
dc.languageeng-
dc.publisherWiley-Blackwell Publishing Ltd. The Journal's web site is located at http://onlinelibrary.wiley.com/journal/10.1111/(ISSN)1467-9469-
dc.relation.ispartofScandinavian Journal of Statistics: theory and applications-
dc.rightsThis is the peer reviewed version of the following article: Scandinavian Journal of Statistics: theory and applications, 2020, v. 47 n. 4, p. 1171-1191, which has been published in final form at https://doi.org/10.1111/sjos.12458. This article may be used for non-commercial purposes in accordance with Wiley Terms and Conditions for Use of Self-Archived Versions.-
dc.subjectGehan‐type rank statistics-
dc.subjecthigh‐dimensional survival data-
dc.subjectheterogeneous censoring-
dc.subjectsure screening property-
dc.titleVariable screening for survival data in the presence of heterogeneous censoring-
dc.typeArticle-
dc.identifier.emailXu, J: xujf@hku.hk-
dc.identifier.emailLi, WK: hrntlwk@hkucc.hku.hk-
dc.identifier.authorityXu, J=rp02086-
dc.identifier.authorityLi, WK=rp00741-
dc.description.naturepostprint-
dc.identifier.doi10.1111/sjos.12458-
dc.identifier.scopuseid_2-s2.0-85082963001-
dc.identifier.hkuros311191-
dc.identifier.volume47-
dc.identifier.issue4-
dc.identifier.spage1171-
dc.identifier.epage1191-
dc.identifier.isiWOS:000523262300001-
dc.publisher.placeUnited Kingdom-
dc.identifier.issnl0303-6898-

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