Results 51 to 60 of about 22,049,526 (145)

THE APPLICABILITY OF THE UNIFACTORIAL MODEL FOR BRD SHARES QUOTED ON THE BUCHAREST STOCK EXCHANGE [PDF]

Buletin ştiinţific: Universitatea din Piteşti. Seria Ştiinţe Economice, 2018
The single index model or one factor model was generated by William Sharpe (1963), who developed his research based on the idea of simplifying the Markowitz portfolio selection model.
Luiza Madalina APOSTOL, Alina HAGIU
doaj  

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

Mathematics, 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

Heteroscedasticity checks for single index models

Journal of Multivariate Analysis, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Xuehu Zhu, Xu Guo, Lu Lin 0002, Lixing Zhu   +3 more
openaire   +2 more sources

A Comprehensive Analysis of MSE in Estimating Conditional Hazard Functions: A Local Linear, Single Index Approach for MAR Scenarios

Mathematics
In unveiling the non-parametric estimation of the conditional hazard function through the local linear method, our study yields key insights into the method’s behavior.
Abderrahmane Belguerna, Hamza Daoudi, Khadidja Abdelhak, Boubaker Mechab, Zouaoui Chikr Elmezouar, Fatimah Alshahrani   +5 more
doaj   +1 more source

Single-index estimation.

, 2023
Estimates of robustness and resilience for each country, obtained by calculating shock functions on single indices (Closure, Economic, Health, Mobility and epidemic) separately, rather than the composite index. Colours distinguish Proactive from Reactive
Pier Luigi Sacco (6735062), Manlio De Domenico (626037), Francesco Valle (83576)   +2 more
core   +1 more source

Robust Variable Selection with Exponential Squared Loss for the Spatial Single-Index Varying-Coefficient Model

Entropy, 2023
As spatial correlation and heterogeneity often coincide in the data, we propose a spatial single-index varying-coefficient model. For the model, in this paper, a robust variable selection method based on spline estimation and exponential squared loss is ...
Yezi Wang, Zhijian Wang, Yunquan Song
doaj   +1 more source

Return and Risk Comparative Analysis in the Formation of Optimal Share Portfolio with Random Model, Markowitz Model, and Single Index Model

Majalah Ilmiah Bijak, 2020
This research was conducted to determine the composition of the stock portfolio formed by the Random model, the Markowitz model, and the Single Index model and which portfolio composition was optimal from the results of calculations using the Random ...
Abdul Muslim
doaj   +1 more source

Statistical inference for the index parameter in single-index models

Journal of Multivariate Analysis, 2010
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Riquan Zhang, Zhensheng Huang, Yazhao Lv
openaire   +2 more sources

Single-Index Multinomial Model for Analyzing Crime Data

, 2023
We develop a flexible single-index multinomial model for analyzing crime data. In additionto the number of crimes reported, the data also includes covariates such as location, time of day, weather, and other demographic factors.
Duodu, Kwabena Gyamfi
core   +1 more source

Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions [PDF]

In this paper, we study semiparametric estimation for a single-index panel data model where the nonlinear link function varies among the individuals. We propose using the refined minimum average variance estimation method to estimate the parameter in the
Jia Chen, Jiti Gao, Degui Li
core   +2 more sources