Results 11 to 20 of about 23,910,911 (290)
Direct estimation of the index coefficient in a single-index model [PDF]
The Annals of Statistics, 2001 Preprint: Weierstraß-Institut für Angewandte Analysis und Stochastik, vol ...
Hristache, Marian +2 more
exaly +9 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 +6 more sources
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
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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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
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
openaire +5 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
doaj +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
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
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