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Partial sufficient dimension reduction on joint model of recurrent and terminal events |
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| Authors: | Weiwei Wang Xianyi Wu Xiaoqi Zhang Xian Zhou |
| Affiliation: | 1. School of Statistics, East China Normal University, Shanghai, China;2. School of Data Sciences, Zhejiang University of Finance and Economics, Hangzhou, Zhejiang Province, China;3. School of Finance, Zhejiang University of Finance and Economics, Hangzhou, Zhejiang Province, China;4. Department of Applied Finance and Actuarial Studies, Macquarie University, NSW, Australia |
| Abstract: | Joint modeling of recurrent and terminal events has attracted considerable interest and extensive investigations by many authors. The assumption of low-dimensional covariates has been usually applied in the existing studies, which is however inapplicable in many practical situations. In this paper, we consider a partial sufficient dimension reduction approach for a joint model with high-dimensional covariates. Some simulations as well as three real data applications are presented to confirm and assess the performance of the proposed model and approach. |
| Keywords: | Joint model recurrent event terminal event high-dimensional partial sufficient dimension reduction |