Speaker: SUN Liuquan, Chinese Academy of Sciences
Venue: Tencent Meeting ID: 922-418-797
Abstract:
In this talk, we develop variable screening methods for several varying coefficient hazards models, including varying coefficient additive hazards model, varying coefficient Cox model, and the varying coefficient hazards models of single-index form. The proposed methods enjoy the sure screening property, and some iterative procedures are developed. Simulation studies are conducted to evaluate the finite sample performances of the proposed method. Applications to real data
examples are also provided.