Results 1 to 10 of about 1,313,475 (164)

Bayesian composite quantile regression for the single-index model. [PDF]

open access: yesPLoS ONE, 2023
By using a Gaussian process prior and a location-scale mixture representation of the asymmetric Laplace distribution, we develop a Bayesian analysis for the composite quantile single-index regression model.
Xiaohui Yuan, Xuefei Xiang, Xinran Zhang
doaj   +2 more sources

A single-index model with multiple-links. [PDF]

open access: yesJ Stat Plan Inference, 2020
In a regression model for treatment outcome in a randomized clinical trial, a treatment effect modifier is a covariate that has an interaction with the treatment variable, implying that the treatment efficacies vary across values of such a covariate.
Park H, Petkova E, Tarpey T, Ogden RT.
europepmc   +4 more sources

On a Low-Rank Matrix Single-Index Model

open access: yesMathematics, 2023
In this paper, we conduct a theoretical examination of a low-rank matrix single-index model. This model has recently been introduced in the field of biostatistics, but its theoretical properties for jointly estimating the link function and the ...
The Tien Mai
doaj   +4 more sources

Analisis Portofolio Optimal Markowitz dan Single Index Model pada Jakarta Islamic Index [PDF]

open access: yesEkonomi dan Bisnis, 2021
This research is a quantitative descriptive study which aims to determine the optimal portfolio composition of stocks that are consistently listed on the Jakarta Islamic Index (JII) from the 2018 – November 2020 period.
Irsyaad Rachmatullah   +2 more
doaj   +3 more sources

Distributional (Single) Index Models [PDF]

open access: yesJournal of the American Statistical Association, 2021
A Distributional (Single) Index Model (DIM) is a semi-parametric model for distributional regression, that is, estimation of conditional distributions given covariates. The method is a combination of classical single index models for the estimation of the conditional mean of a response given covariates, and isotonic distributional regression. The model
Henzi, Alexander   +2 more
openaire   +2 more sources

Partially Linear Generalized Single Index Models for Functional Data (PLGSIMF)

open access: yesStats, 2021
Single-index models are potentially important tools for multivariate non-parametric regression analysis. They generalize linear regression models by replacing the linear combination α0⊤X with a non-parametric component η0α0⊤X, where η0(·) is an unknown ...
Mohamed Alahiane   +3 more
doaj   +1 more source

An Adaptive-to-Model Test for Parametric Functional Single-Index Model

open access: yesMathematics, 2023
Model checking methods based on non-parametric estimation are widely used because of their tractable limiting null distributions and being sensitive to high-frequency oscillation alternative models.
Lili Xia, Tingyu Lai, Zhongzhan Zhang
doaj   +1 more source

Sufficient Dimension Reduction: An Information-Theoretic Viewpoint

open access: yesEntropy, 2022
There has been a lot of interest in sufficient dimension reduction (SDR) methodologies, as well as nonlinear extensions in the statistics literature. The SDR methodology has previously been motivated by several considerations: (a) finding data-driven ...
Debashis Ghosh
doaj   +1 more source

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