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Optimal Smoothing in Single-Index Models
Annals of Statistics, 1993 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hidehiko Ichimura
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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.
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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
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 +3 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
A bootstrap test for single index models [PDF]
Statistics, 2001 Single index models are frequently used in econometrics and biometrics. Logit and Probit models arc special cases with fixed link functions. In this paper we consider a bootstrap specification test that detects nonparametric deviations of the link function.
Enno Mammen, Proença I
exaly +7 more sources
Estimation for single-index and partially linear single-index integrated models
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)
Jití Gao +2 more
exaly +4 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
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