Results 41 to 50 of about 25,419,404 (291)

The Single-Index/Cox Mixture Cure Model [PDF]

open access: yesBiometrics, 2018
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
openaire   +2 more sources

Estimation of Single-Index Models Based on Boosting Techniques [PDF]

open access: yes, 2008
In single-index models the link or response function is not considered as fixed. The data determine the form of the unknown link function. In order to obtain a flexible form of the link function we specify the link function as an expansion in basis ...
Leitenstorfer, Florian, Tutz, Gerhard
core   +1 more source

Single-index unascertained measure function.

open access: yes, 2022
Single-index unascertained measure function.
Wenlong Li (571749)   +4 more
core   +1 more source

High-Dimensional Statistics: Non-Parametric Generalized Functional Partially Linear Single-Index Model

open access: yesMathematics, 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

Bayesian quantile regression for single-index models [PDF]

open access: yesStatistics 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
openaire   +4 more sources

Profile Maximum Likelihood Estimation of Single-Index Spatial Dynamic Panel Data Model

open access: yesMathematics, 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
doaj   +1 more source

ANALISIS KINERJA PORTOFOLIO: PENGUJIAN SINGLE INDEX MODEL DAN NAIVE DIVERSIFICATION

open access: yesJurnal 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
doaj   +1 more source

Score estimation in the monotone single‐index model [PDF]

open access: yesScandinavian Journal of Statistics, 2018
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
openaire   +3 more sources

ROBUST VARIABLE SELECTION FOR SINGLE INDEX SUPPORT VECTOR REGRESSION MODEL

open access: yesAl-Mustansiriyah Journal of Science, 2019
The single index support vector regression model (SI-SVR) is a useful regression technique used to alleviate the problem of high-dimensionality. In this paper, we propose a robust variable selection technique for the SI-SVR model by using vital method to
thaera najm abdulah
doaj   +1 more source

ANALISIS PORTOFOLIO SAHAM OPTIMAL DENGAN METODE MARKOWITZ DAN MODEL INDEKS TUNGGAL PADA SAHAM PERBANKAN BURSA EFEK INDONESIA

open access: yesJurnal Lebesgue, 2023
A portfolio is a combination of assets with a desired rate of return as well as risks that can be minimized by spreading risks across different assets.
Muhammad Farhan Mingka   +1 more
doaj   +1 more source

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