Results 1 to 10 of about 1,313,475 (163)
Bayesian composite quantile regression for the single-index model. [PDF]
PLoS ONE, 2023 By using a Gaussian process prior and a location-scale mixture representation of the asymmetric Laplace distribution, we develop a Bayesian analysis for the composite quantile single-index regression model.
Xiaohui Yuan, Xuefei Xiang, Xinran Zhang
doaj +2 more sources
A single-index model with multiple-links. [PDF]
J Stat Plan Inference, 2020 In a regression model for treatment outcome in a randomized clinical trial, a treatment effect modifier is a covariate that has an interaction with the treatment variable, implying that the treatment efficacies vary across values of such a covariate.
Park H, Petkova E, Tarpey T, Ogden RT.
europepmc +4 more sources
Direct estimation of the index coefficient in a single-index model
Annals of Statistics, 2001 Preprint: Weierstraß-Institut für Angewandte Analysis und Stochastik, vol ...
Anatoli Juditsky, Vladimir Spokoiny
exaly +6 more sources
On a Low-Rank Matrix Single-Index Model
Mathematics, 2023 In this paper, we conduct a theoretical examination of a low-rank matrix single-index model. This model has recently been introduced in the field of biostatistics, but its theoretical properties for jointly estimating the link function and the ...
The Tien Mai
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A Functional Varying-Coefficient Single-Index Model for Functional Response Data. [PDF]
J Am Stat Assoc, 2017 Li J, Huang C, Zhu H.
europepmc +2 more sources
Analisis Portofolio Optimal Markowitz dan Single Index Model pada Jakarta Islamic Index [PDF]
Ekonomi dan Bisnis, 2021 This research is a quantitative descriptive study which aims to determine the optimal portfolio composition of stocks that are consistently listed on the Jakarta Islamic Index (JII) from the 2018 – November 2020 period.
Irsyaad Rachmatullah +2 more
doaj +3 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
openaire +2 more sources
Semiparametric Single-Index Model for Estimating Optimal Individualized Treatment Strategy. [PDF]
Electron J Stat, 2017 Song R +5 more
europepmc +2 more sources
Optimasi Portofolio Saham Syariah Menggunakan Model Indeks Tunggal dan VaR Berbasis GUI Matlab
Jambura Journal of Mathematics, 2023 Sharia-based investment is an investment by the community to obtain profits in accordance with Islamic principles and law. This study aims to calculate the optimal portfolio return value using the Single Index Model, calculate risk with VaR (Value at ...
Lindrawati Abdjul +5 more
doaj +1 more source
Jurnal Lebesgue, 2023 A portfolio is a combination of assets with a desired rate of return as well as risks that can be minimized by spreading risks across different assets.
Muhammad Farhan Mingka +1 more
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