Results 11 to 20 of about 4,151,542 (194)
The single‐index/Cox mixture cure model [PDF]
Biometrics, 2019 In 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 ...
Maïlis Amico +2 more
semanticscholar +3 more sources
Distributional (Single) Index Models [PDF]
Journal of the American Statistical Association, 2021 A Distributional (Single) Index Model (DIM) is a semi-parametric model for distributional regression, that is, estimation of conditional distributions given covariates. The method is a combination of classical single index models for the estimation of the conditional mean of a response given covariates, and isotonic distributional regression. The model
Henzi, Alexander +2 more
openaire +2 more sources
Partially Linear Generalized Single Index Models for Functional Data (PLGSIMF)
Stats, 2021 Single-index models are potentially important tools for multivariate non-parametric regression analysis. They generalize linear regression models by replacing the linear combination α0⊤X with a non-parametric component η0α0⊤X, where η0(·) is an unknown ...
Mohamed Alahiane +3 more
doaj +1 more source
Humanities and Social Sciences Communications, 2023 The purpose of the article was to examine the superiority and efficacy of Sharpe’s single-index model of portfolio optimisation. The study has attempted to build an optimal portfolio of Indian mid-cap companies using William Sharpe’s single-index model ...
Janki Mistry, R. Khatwani
semanticscholar +1 more source
Sufficient Dimension Reduction: An Information-Theoretic Viewpoint
Entropy, 2022 There has been a lot of interest in sufficient dimension reduction (SDR) methodologies, as well as nonlinear extensions in the statistics literature. The SDR methodology has previously been motivated by several considerations: (a) finding data-driven ...
Debashis Ghosh
doaj +1 more source
An Adaptive-to-Model Test for Parametric Functional Single-Index Model
Mathematics, 2023 Model checking methods based on non-parametric estimation are widely used because of their tractable limiting null distributions and being sensitive to high-frequency oscillation alternative models.
Lili Xia, Tingyu Lai, Zhongzhan Zhang
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CONSTRUCTION OF OPTIMAL PORTFOLIO USING SHARPE’S SINGLE INDEX MODEL
International Journal of Research Publication and Reviews, 2022 Portfolio of securities can comprise combination of financial securities. The combination may be equity stock, debit securiti es/ bonds, preference stock, or money market instruments.
A. R, G. Reddy
semanticscholar +1 more source
Assessment of non-linearity in calorie–income relationship in Pakistan
Frontiers in Nutrition, 2022 This article considers the issue of assessing non-linearity in the relationship between calorie consumption and income using non-parametric and semi-parametric approaches.
Nadia Shabnam
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Semiparametric Integrated and Additive Spatio-Temporal Single-Index Models
Mathematics, 2023 In this paper, we introduce two semiparametric single-index models for spatially and temporally correlated data. Our first model has spatially and temporally correlated random effects that are additive to the nonparametric function, which we refer to as ...
Hamdy F. F. Mahmoud, Inyoung Kim
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Jurnal Riset Ekonomi Manajemen (REKOMEN), 2021 Investment is an interesting thing to analyze during the Corona Virus Disease (COVID-19) pandemic because at this time the economy is experiencing a decline so specifically for investors, they must consider the level of risk in their shares.
A. Anwar +2 more
semanticscholar +1 more source