Results 81 to 90 of about 1,341,862 (199)

Understanding Implicit Regularization in Over-Parameterized Single Index Model. [PDF]

J Am Stat Assoc, 2023
Fan J, Yang Z, Yu M.
europepmc   +1 more source

A Single Index Model for Longitudinal Outcomes to Optimize Individual Treatment Decision Rules. [PDF]

Stat, 2022
Yao L, Tarpey T.
europepmc   +1 more source

Testing the equality of linear single-index models

Journal of Multivariate Analysis, 2010
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wei Lin, K. B. Kulasekera
openaire   +2 more sources

Analisis Fama-French Three Factor Model Terhadap Return Portofolio Saham Optimal Terindeks PEFINDO25

Jurnal Matematika UNAND
Portofolio optimal adalah portofolio yang menguntungkan dari segi return dan risiko bagi para investor. Pada penelitian ini digunakan metode Single Index Model untuk membentuk portofolio optimal. Setelah portofolio optimal terbentuk, dilakukan pengukuran
Ridho Pascal Willmar, DODI DEVIANTO, HAZMIRA YOZZA   +2 more
doaj   +1 more source

RELASI RATING OBLIGASI DAN MARKET INDEKS PASAR MODAL INDONESIA

Jurnal Dinamika Manajemen, 2010
Tujuan dari penelitian ini adalah untuk menguji pengaruh perubahan rating obligasi baik saat di upgrade dan downgrade pada kepekaan hubungan antara return saham dan return pasar.
Amirah -
doaj   +1 more source

A single-index model with a surface-link for optimizing individualized dose rules. [PDF]

J Comput Graph Stat, 2022
Park H, Petkova E, Tarpey T, Ogden RT.
europepmc   +1 more source

Quantile lasso regression for single index model [PDF]

, 2014
In den Finanzmarkt gibt es viele verschiedene Risikofaktoren rund um ein festgelegtes Finanzunternehmen. Zum Beispiel, Kreditrisiko, Liquiditätsrisiko und das Marktrisiko. Andere Unternehmen können sich auch auf diese unternehmen beeinflussen.
Yu, Lining
core   +1 more source

Analisis protofolio dengan model single-index [PDF]

, 2000
Analisis portofolio mengkombinasikan beberapa sekuritas, sehingga kemungkinan portofolio yang, dapat terbentuk banyaknya tak hingga. Agar investor dapat memperoleh hasil optimum, xnaka diperlukan suatu cara untuk menentukan - sebuah portofolio- optimum ...
Heriminingsih , Sultanti
core  

Multiple Transactions Model: A Panel Data Approach to Estimate Housing Market Indices [PDF]

In this paper, a multiple transactions model with a panel data approach is used to estimate housing market indices. The multiple transactions model keeps the same features of the repeat transactions index model (i.e., tracking the price appreciation of ...
George H. K. Wang, Andre H. Gao
core  

Empirical likelihood confidence regions of the parameters in a partially single-index varying-coefficient model

Open Mathematics, 2019
In this paper, we investigate a partially single-index varying-coefficient model, and suggest two empirical log-likelihood ratio statistics for the unknown parameters in the model.
Xiang Xing, Liu Wanrong
doaj   +1 more source