Results 11 to 20 of about 15,278,209 (298)
Optimal Smoothing in Single-Index Models
Annals of Statistics, 1993 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wolfgang Härdle, Hidehiko Ichimura
exaly +4 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
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
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 +4 more sources
Variable selection in monotone single-index models via the adaptive LASSO. [PDF]
Stat Med, 2013 Foster JC, Taylor JM, Nan B.
europepmc +2 more sources
Single-index regression models [PDF]
, 2015 Indiana University-Purdue University Indianapolis (IUPUI) ; Useful medical indices pose important roles in predicting medical outcomes. Medical indices, such as the well-known Body Mass Index (BMI), Charleson Comorbidity Index, etc., have been used extensively in research and clinical practice, for the quantification of risks in individual patients ...
Wu, Jingwei
openaire +3 more sources
Estimation and Inference for Spatio-Temporal Single-Index Models
Mathematics, 2023 To better fit the actual data, this paper will consider both spatio-temporal correlation and heterogeneity to build the model. In order to overcome the “curse of dimensionality” problem in the nonparametric method, we improve the estimation method of the
Hongxia Wang +3 more
doaj +1 more source
Mathematics, 2022 The single-index model is an intuitive extension of the linear regression model. It has been increasingly popular due to its flexibility in modeling. In this work, we focus on the estimators of the parameters and the unknown link function for the single ...
Yunquan Song, Zitong Li, Minglu Fang
doaj +1 more source