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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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The Single-Index/Cox Mixture Cure Model [PDF]
Biometrics, 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
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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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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
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Score estimation in the monotone single‐index model [PDF]
Scandinavian 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
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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 +2 more
doaj +1 more source
ACM Transactions on Knowledge Discovery from DataSingle-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 +3 more
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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
doaj
Revstat Statistical Journal, 2022 The main objective of this paper is to investigate the estimation of conditional density function based on the single-index model in the censorship model when the sample is considered as an independent and identically distributed (i.i.d.) random ...
Nadia Kadiri +2 more
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Pediatric Blood &Cancer, EarlyView.ABSTRACT Pediatric gastroenteropancreatic neuroendocrine neoplasms (GEP‐NENs) are extremely rare and clinically heterogeneous. Management has largely been extrapolated from adult practice. This European Standard Clinical Practice Guideline (ESCP), developed by the EXPeRT network in collaboration with adult NEN experts, provides (adult) evidence ...
Michaela Kuhlen +23 more
wiley +1 more source