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A bootstrap test for single index models [PDF]
Statistics, 2001 Single index models are frequently used in econometrics and biometrics. Logit and Probit models arc special cases with fixed link functions. In this paper we consider a bootstrap specification test that detects nonparametric deviations of the link function.
Härdle, Wolfgang +2 more
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Smoothing the Landscape Boosts the Signal for SGD: Optimal Sample Complexity for Learning Single Index Models [PDF]
Neural Information Processing Systems, 2023 We focus on the task of learning a single index model $\sigma(w^\star \cdot x)$ with respect to the isotropic Gaussian distribution in $d$ dimensions. Prior work has shown that the sample complexity of learning $w^\star$ is governed by the information ...
Alexandru Damian +3 more
semanticscholar +1 more source
On Single-Index Models beyond Gaussian Data
Advances in Neural Information Processing Systems 36, 2023 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]
Kafkas Universitesi Veteriner Fakültesi Dergisi, 2019 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
doaj +1 more source
Score Tests for the Single Index Model [PDF]
Technometrics, 2002 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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, 2020 This research aims to find out the portfolio comparison that results from Single Index Model and Capital Asset Pricing Model methods, also portfolio performance evaluation results from Sharpe Index, Treynor Index, and Jensen Index on stocks listed in the
Nurul Avriyanti Sholehah +2 more
semanticscholar +1 more source
Mathematics, 2022 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
doaj +1 more source
Profile Maximum Likelihood Estimation of Single-Index Spatial Dynamic Panel Data Model
Mathematics, 2023 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]
Statistics and Computing, 2012 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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ANALISIS KINERJA PORTOFOLIO: PENGUJIAN SINGLE INDEX MODEL DAN NAIVE DIVERSIFICATION
Jurnal Dinamika Manajemen, 2012 Penelitian ini bertujuan untuk menganalisis sebuah model berprientasi mengontrol. Studi ini bertujuan untuk menguji perbedaan antara return dan risiko portofolio model indeks tunggal dengan metode naïve diversification dalam sampel kecil.
Rini Setyo Witiastuti
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