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Estimation of a Functional Single Index Model

open access: yes, 2011
Single index models have been mostly studied as an alternative dimension reduction technique for nonparametric regression with multivariate covariates. The index parameter appearing in the model summarizes the effect of the covariates in a finite dimensional vector.
Ferraty, Frédéric   +2 more
core   +8 more sources

The single-index hazards model [PDF]

open access: yes, 2010
We first propose the single-index hazards model for right censored survival data. As an extension of the Cox model, this model allows nonparametric modeling of covariate effects in a parsimonious way via a single-index. In addition, the relative importance of covariates can be assessed via this model.
Ding, Kai
openaire   +2 more sources

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