Testing and Confidence Intervals for High Dimensional Proportional Hazards Models

DOI10.1111/RSSB.12224zbMATH Open1380.62240arXiv1412.5158OpenAlexW2964081784MaRDI QIDQ4603791FDOQ4603791

Ethan X. Fang, Han Liu, Yang Ning

Publication date: 19 February 2018

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Abstract: This paper proposes a decorrelation-based approach to test hypotheses and construct confidence intervals for the low dimensional component of high dimensional proportional hazards models. Motivated by the geometric projection principle, we propose new decorrelated score, Wald and partial likelihood ratio statistics. Without assuming model selection consistency, we prove the asymptotic normality of these test statistics, establish their semiparametric optimality. We also develop new procedures for constructing pointwise confidence intervals for the baseline hazard function and baseline survival function. Thorough numerical results are provided to back up our theory.

Full work available at URL: https://arxiv.org/abs/1412.5158

zbMATH Keywords

censored datahigh-dimensional inferencesparsitysurvival analysisproportional hazards model

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Censored data models (62N01) Reliability and life testing (62N05) Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15) Hypothesis testing in multivariate analysis (62H15)

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