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.
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.
基金
supported by the National Statistical Scientific Research Projects(Grant No.2015LZ54)
