Results 41 to 50 of about 24,905,387 (328)

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
openaire   +4 more sources

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
doaj   +1 more source

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

Jurnal 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, Riri Syafitri Lubis   +1 more
doaj   +1 more source

Estimation of a functional single index model with dependent errors and unknown error density [PDF]

Communications in statistics. Simulation and computation, 2018
The problem of error density estimation for a functional single index model with dependent errors is studied. A Bayesian method is utilized to simultaneously estimate the bandwidths in the kernel-form error density and regression function, under an ...
Han-Lin Shang
semanticscholar   +1 more source

Optimal Smoothing in Single-Index Models

The Annals of Statistics, 1993
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hardle, Wolfgang, Hall, Peter, Ichimura, Hidehiko   +2 more
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ROBUST VARIABLE SELECTION FOR SINGLE INDEX SUPPORT VECTOR REGRESSION MODEL

Al-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

Semiparametric Permutation-Based Change Point Detection with an Application on Chicago Cardiovascular Mortality Data

Mathematics, 2022
Climate change has several negative effects on health, including cardiovascular disease. Many studies have considered the effect of temperature on cardiovascular disease and found that there is an association between extreme levels of temperature, cold ...
Hamdy F. F. Mahmoud
doaj   +1 more source

Optimal Portfolio Using Single Index Model and Alpha Jensen for Best Investment Alternative (Study on IDX30, BISNIS27, and INVESTOR33 Stocks on the Indonesia Stock Exchange 2017-2019 Period)

Wacana: Jurnal Sosial dan Humaniora, 2023
This study aims to determine the stocks incorporated in the IDX30, BISNIS27, and INVESTOR33 indexes that form an optimal portfolio based on a single index model and Alpha Jensen to measure portfolio performance.
Arinda Sasmita Rahma, Muhammad Saifi, Nila Firdausi Nuzula   +2 more
doaj   +1 more source

Fair Single Index Model

ACM Transactions on Knowledge Discovery from Data
Single-index models (SIMs) have been widely used in various applications due to their simplicity and interpretability. However, despite the potential for SIMs to result in discriminatory outcomes based on sensitive attributes like gender, race, or ethnicity, the issue of fairness has not been thoroughly examined in recent studies on the topic.
Yidong Wang, Meng Ding, Jinhui Xu, Di Wang   +3 more
openaire   +2 more sources

THE APPLICABILITY OF THE UNIFACTORIAL MODEL FOR BRD SHARES QUOTED ON THE BUCHAREST STOCK EXCHANGE [PDF]

Buletin ştiinţific: Universitatea din Piteşti. Seria Ştiinţe Economice, 2018
The single index model or one factor model was generated by William Sharpe (1963), who developed his research based on the idea of simplifying the Markowitz portfolio selection model.
Luiza Madalina APOSTOL, Alina HAGIU
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