Results 31 to 40 of about 25,419,404 (291)
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
openaire +6 more sources
J. Mach. Learn. Res., 2011 Let $(\bX, Y)$ be a random pair taking values in $\mathbb R^p \times \mathbb R$. In the so-called single-index model, one has $Y=f^{\star}(θ^{\star T}\bX)+\bW$, where $f^{\star}$ is an unknown univariate measurable function, $θ^{\star}$ is an unknown vector in $\mathbb R^d$, and $W$ denotes a random noise satisfying $\mathbb E[\bW|\bX]=0$.
Alquier, P., Biau, Gérard
openaire +5 more sources
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
openaire +1 more source
Estimation in monotone single‐index models [PDF]
Statistica Neerlandica, 2018 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
openaire +5 more sources
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
openaire +3 more sources
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
The Single Index Market Model in Agriculture [PDF]
Northeastern Journal of Agricultural and Resource Economics, 1988 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
openaire +2 more sources
A single-index quantile regression model and its estimation [PDF]
, 2012 Models with single-index structures are among the many existing popular semiparametric approaches for either the conditional mean or the conditional variance. This paper focuses on a single-index model for the conditional quantile. We propose an adaptive
Xia, Y. +3 more
core +1 more source
SAR (Soedirman Accounting Review): Journal of Accounting and Business, 2022 The policy of the Central Bank of the United States (US), namely the Fed, in raising its benchmark interest rate, has increased the risk of volatility in global markets and triggered negative sentiment for foreign investors in Indonesia.
Ananda Nadya Istiqomah, Sabar Warsini
doaj +1 more source
Penalized single-index quantile regression [PDF]
, 2013 This article is made available through the Brunel Open Access Publishing Fund. Copyright for this article is retained by the author(s), with first publication rights granted to the journal.
Yu, K
core +1 more source