Variable Selection Methods for Right-Censored Time-to-Event Data with High-Dimensional Covariates

Advancement in technology has led to greater accessibility of massive and complex data in many fields such as quality and reliability. The proper management and utilization of valuable data could significantly increase knowledge and reduce cost by preventive actions, whereas erroneous and misinterpreted data could lead to poor inference and decision making. On the other side, it has become more difficult to process the streaming high-dimensional time-to-event data in traditional application approaches, specifically in the presence of censored observations. This paper presents a multipurpose analytic model and practical nonparametric methods to analyze right-censored time-to-event data with high-dimensional covariates. In order to reduce redundant information and to facilitate practical interpretation, variable inefficiency in failure time is determined for the specific field of application. To investigate the performance of the proposed methods, these methods are compared with recent relevant approaches through numerical experiments and simulations