Results 11 to 20 of about 16,585,517 (291)
Optimal Smoothing in Single-Index Models
The Annals of Statistics, 1993 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hardle, Wolfgang +2 more
exaly +6 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
core +7 more sources
Variable selection for the single-index model [PDF]
Biometrika, 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. A new consistent variable selection method, called separated crossvalidation, is proposed.
Kong, E., Xia, Y.
openaire +4 more sources
Statistical Inference for High-Dimensional Heteroscedastic Partially Single-Index Models [PDF]
EntropyIn this study, we propose a novel penalized empirical likelihood approach that simultaneously performs parameter estimation and variable selection in heteroscedastic partially linear single-index models with a diverging number of parameters.
Jianglin Fang, Zhikun Tian
doaj +2 more sources
SiAM: A Hybrid of Single Index Models and Additive Models. [PDF]
Electron J Stat, 2017 While popular, single index models and additive models have potential limitations, a fact that leads us to propose SiAM, a novel hybrid combination of these two models. We first address model identifiability under general assumptions. The result is of independent interest.
Ma S, Lian H, Liang H, Carroll RJ.
europepmc +6 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 +2 more sources
On Single-Index Coefficient Regression Models
Journal of the American Statistical Association, 1999 In this article we investigate a class of single-index coefficient regression models under dependence. This includes many existing models, such as the smooth transition threshold autoregressive (STAR) model of Chan and Tong, the functional-coefficient ...
W K Li
exaly +4 more sources
Estimation for single-index and partially linear single-index integrated models
The Annals of Statistics, 2016 Published at http://dx.doi.org/10.1214/15-AOS1372 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Dong, Chaohua +2 more
openaire +5 more sources
Direct Estimation of the Index Coefficient in a Single-Index Model
Annals of Statistics, 2001 Single-index modeling is widely applied in, for example, economet-ric studies as a compromise between too restrictive parametric models and flexible but hardly estimable purely nonparametric models.
Vladimir Spokoiny, Anatoli Juditsky
exaly +2 more sources
Analysis of Double Single Index Models. [PDF]
Scand Stat Theory Appl, 2017 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 K, Ma Y.
europepmc +5 more sources