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ETHAN XINGYUAN FANG Princeton University

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Testing and Confidence Intervals for High Dimensional Proportional Hazards Model
24 March 2015 from 4:00 PM to 5:00 PM
201 Thomas Bldg.
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We propose 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, and conduct power analysis under Pitman alternatives. 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.

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