Results 21 to 30 of about 1,313,771 (263)
Score Tests for the Single Index Model [PDF]
The single index model is a generalization of the linear regression model with E(y|x) = g(x′β), where g is an unknown function. The model provides a flexible alternative to the linear regression model while providing more structure than a fully nonparametric approach.
Jeffrey S. Simonoff, Chih-Ling Tsai
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Estimation in monotone single‐index models [PDF]
Single‐index models are popular regression models that are more flexible than linear models and still maintain more structure than purely nonparametric models. We consider the problem of estimating the regression parameters under a monotonicity constraint on the unknown link function.
Piet Groeneboom, Kim Hendrickx
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On Single-Index Models beyond Gaussian Data
Sparse high-dimensional functions have arisen as a rich framework to study the behavior of gradient-descent methods using shallow neural networks, showcasing their ability to perform feature learning beyond linear models. Amongst those functions, the simplest are single-index models $f(x) = ϕ( x \cdot θ^*)$, where the labels are generated by an ...
Aaron Zweig +2 more
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Estimation of parametric single index ordered logit model on milk yields [PDF]
This article aims to determine some important factors affecting the milk yield of Holstein Friesian cows and introduce the use of single index ordered logit model in milk yield studies.
Özge AKKUŞ +3 more
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The Single Index Market Model in Agriculture [PDF]
This study illustrates the differences in empirical results due to data measurements and estimating procedures when applying the single index market model in agriculture. Gross and net return betas along with systematic and unsystematic risk proportions are estimated and found to be different.
Gempesaw, Conrado M., II +3 more
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We study the non-parametric estimation of partially linear generalized single-index functional models, where the systematic component of the model has a flexible functional semi-parametric form with a general link function.
Mohamed Alahiane +3 more
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The Single-Index/Cox Mixture Cure Model [PDF]
AbstractIn survival analysis, it often happens that a certain fraction of the subjects under study never experience the event of interest, that is, they are considered “cured.” In the presence of covariates, a common model for this type of data is the mixture cure model, which assumes that the population consists of two subpopulations, namely the cured
Maïlis Amico +2 more
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Profile Maximum Likelihood Estimation of Single-Index Spatial Dynamic Panel Data Model
In this paper, the spatial dynamic panel data (SDPD) model is extended to the single-index spatial dynamic panel data (Si-SDPD) model by introducing a nonlinear connection function to reflect the interaction between explanatory variables.
Mengqi Zhang, Boping Tian
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Bayesian quantile regression for single-index models [PDF]
Using an asymmetric Laplace distribution, which provides a mechanism for Bayesian inference of quantile regression models, we develop a fully Bayesian approach to fitting single-index models in conditional quantile regression. In this work, we use a Gaussian process prior for the unknown nonparametric link function and a Laplace distribution on the ...
Yuao Hu, Robert B. Gramacy, Heng Lian
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Score estimation in the monotone single‐index model [PDF]
AbstractWe consider estimation in the single‐index model where the link function is monotone. For this model, a profile least‐squares estimator has been proposed to estimate the unknown link function and index. Although it is natural to propose this procedure, it is still unknown whether it produces index estimates that converge at the parametric rate.
Fadoua Balabdaoui +2 more
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