This article is concerned with a non-marginal feature screening procedure for varying coefficient competing risks models with ultra-high dimensional covariates. The proposed method enjoys ascent property and sure screening property. Its finite-sample performances are illustrated by numerical studies.

中文翻译：

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变系数竞争风险模型的非边际特征筛选

本文关注具有超高维协变量的不同系数竞争风险模型的非边际特征筛选程序。所提出的方法具有上升性和确定性筛选性。数值研究说明了它的有限样本性能。