Results 11 to 20 of about 1,476,983 (297)

Variable selection for the single-index model [PDF]

open access: yesBiometrika, 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

The Single Index Market Model in Agriculture [PDF]

open access: yesNortheastern 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
openaire   +3 more sources

Semiparametric Integrated and Additive Spatio-Temporal Single-Index Models

open access: yesMathematics, 2023
In this paper, we introduce two semiparametric single-index models for spatially and temporally correlated data. Our first model has spatially and temporally correlated random effects that are additive to the nonparametric function, which we refer to as ...
Hamdy F. F. Mahmoud, Inyoung Kim
doaj   +3 more sources

Single-index regression models

open access: yes, 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   +4 more sources

Estimation and Inference for Spatio-Temporal Single-Index Models

open access: yesMathematics, 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

Robust Variable Selection Based on Penalized Composite Quantile Regression for High-Dimensional Single-Index Models

open access: yesMathematics, 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

Partially Linear Generalized Single Index Models for Functional Data (PLGSIMF)

open access: yesStats, 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   +1 more source

Application of Contourlet Transform in Damage Localization and Severity Assessment of Prestressed Concrete Slabs [PDF]

open access: yesJournal of Soft Computing in Civil Engineering, 2021
In this paper, the location and severity of damages in prestressed concrete slabs are assessed using the contourlet transform as a novel signal processing method.
Hashem Jahangir   +2 more
doaj   +1 more source

Robust Variable Selection for Single-Index Varying-Coefficient Model with Missing Data in Covariates

open access: yesMathematics, 2022
As applied sciences grow by leaps and bounds, semiparametric regression analyses have broad applications in various fields, such as engineering, finance, medicine, and public health.
Yunquan Song, Yaqi Liu, Hang Su
doaj   +1 more source

Empirical Likelihood for Partially Linear Single-Index Models under Negatively Associated Errors

open access: yesJournal of Mathematics, 2021
In this paper, the authors consider the application of the blockwise empirical likelihood method to the partially linear single-index model when the errors are negatively associated, which often exist in sequentially collected economic data.
Xin Qi, ZhuoXi Yu
doaj   +1 more source

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