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Score estimation in the monotone single‐index model [PDF]
Scandinavian Journal of Statistics, 2017 We 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.
F. Balabdaoui +2 more
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Analysis of Double Single Index Models [PDF]
Scandinavian Journal of Statistics, 2016 Abstract Motivated from problems in canonical correlation analysis, reduced rank regression and sufficient dimension reduction, we introduce a double dimension reduction model where a single index of the multivariate response is linked to the multivariate covariate through a single index of these covariates, hence the name double ...
Chen, Kun, Ma, Yanyuan
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A short note on fitting a single-index model with massive data
Statistical Theory and Related Fields, 2023 This paper studies the inference problem of index coefficient in single-index models under massive dataset. Analysis of massive dataset is challenging owing to formidable computational costs or memory requirements.
Rong Jiang, Yexun Peng
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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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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
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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
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
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Smoothing the Landscape Boosts the Signal for SGD: Optimal Sample Complexity for Learning Single Index Models [PDF]
Neural Information Processing Systems, 2023 We focus on the task of learning a single index model $\sigma(w^\star \cdot x)$ with respect to the isotropic Gaussian distribution in $d$ dimensions. Prior work has shown that the sample complexity of learning $w^\star$ is governed by the information ...
Alexandru Damian +3 more
semanticscholar +1 more source
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, Pierre, Biau, Gérard
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