Ontology highlight
ABSTRACT:
SUBMITTER: Fang EX
PROVIDER: S-EPMC10584375 | biostudies-literature | 2017 Nov
REPOSITORIES: biostudies-literature
Fang Ethan X EX Ning Yang Y Liu Han H
Journal of the Royal Statistical Society. Series B, Statistical methodology 20161226 5
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 fo ...[more]