Results 11 to 20 of about 23,449,692 (250)
Sharia stocks optimal portfolio analysis using single index model
JPPI (Jurnal Penelitian Pendidikan Indonesia), 2022 This study is aimed to analyze the optimal portfolio of Jakarta Islamic Index within December 2016 to November 2019 period. The research samples that were being used in this study were the stocks that are consistently included in JII during the study ...
Gatot Hendra Prakoso +1 more
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Single Index Regression Model for Functional Quasi-Associated Times Series Data
Revstat Statistical Journal, 2023 The mixing condition is often considered to modeling the functional time series data. Alternatively, in this work we consider the problem of nonparametric estimation of the regression function in Single Functional Index Model (SFIM) under the quasia ...
Salim Bouzebda +2 more
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Distributional (Single) Index Models [PDF]
, 2021 A Distributional (Single) Index Model (DIM) is a semi-parametric model for distributional regression, that is, estimation of conditional distributions given covariates.
Henzi, Alexander +2 more
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Rancangan Strategi Portofolio Optimal PT. ABC dengan Metode Single Index Model
JKBM (Jurnal Konsep Bisnis dan Manajemen), 2021 As social insurance company of the Republic of Indonesia, PT ABC (Persero) has a captive market based on the provisions of Undang-undang in Indonesia.
Ramadhan Dwi Saputra +1 more
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Variable selection for the single index model [PDF]
, 2007 We consider variable selection in the single-index model. We prove that the popular leave-m-out crossvalidation method has different behaviour in the single-index model from that in linear regression models or nonparametric regression models.
Yingcun Xia +5 more
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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
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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
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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
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Mathematics, 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
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Estimation of Single-Index Models Based on Boosting Techniques [PDF]
, 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
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