  The development of molecular signatures for the prediction of time-to-event
outcomes is a methodologically challenging task in bioinformatics and
biostatistics. Although there are numerous approaches for the derivation of
marker combinations and their evaluation, the underlying methodology often
suffers from the problem that different optimization criteria are mixed during
the feature selection, estimation and evaluation steps. This might result in
marker combinations that are only suboptimal regarding the evaluation criterion
of interest. To address this issue, we propose a unified framework to derive
and evaluate biomarker combinations. Our approach is based on the concordance
index for time-to-event data, which is a non-parametric measure to quantify the
discrimatory power of a prediction rule. Specifically, we propose a
component-wise boosting algorithm that results in linear biomarker combinations
that are optimal with respect to a smoothed version of the concordance index.
We investigate the performance of our algorithm in a large-scale simulation
study and in two molecular data sets for the prediction of survival in breast
cancer patients. Our numerical results show that the new approach is not only
methodologically sound but can also lead to a higher discriminatory power than
traditional approaches for the derivation of gene signatures.
