Results 51 to 60 of about 1,315,967 (160)

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

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

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

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

Model checking for parametric single‐index quantile models

Stat, 2020
In this work, we construct a lack‐of‐fit test for testing parametric single‐index quantile regression models. We apply the kernel smoothing technique for the multivariate nonparametric estimation involved in this task. To avoid the “curse of dimensionality” in multivariate nonparametric estimation and to fully utilize the information contained in the ...
Liangliang Yuan, Wenhui Liu, Xuemin Zi, Zhaojun Wang   +3 more
openaire   +2 more sources

Air Quality Index Prediction in Six Major Chinese Urban Agglomerations: A Comparative Study of Single Machine Learning Model, Ensemble Model, and Hybrid Model

Atmosphere, 2023
Air pollution is a hotspot of wide concern in Chinese cities. With the worsening of air pollution, urban agglomerations face an increasingly complex environment for air quality monitoring, hindering sustainable and high-quality development in China. More
Binzhe Zhang, Min Duan, Yufan Sun, Yatong Lyu, Yali Hou, Tao Tan   +5 more
doaj   +1 more source

Portfolio Optimization of Stocks in Different Industries by Single-Index Model and Markowitz Model [PDF]

SHS Web of Conferences
In the financial sector, portfolio optimization is becoming more and more crucial. This article examines the portfolios of two industries, financial services and technology, in an effort to help prospective investors make decisions about their ...
Chen Mingrui
doaj   +1 more source

Optimal Portfolio Analysis Using the Markowitz Model and Single Index Model on Jakarta Islamic Index (JII) Stocks: Historical Data 2022–2025

Indonesian Interdisciplinary Journal of Sharia Economics
This study analyzes and compares the construction of optimal Islamic stock portfolios using the Markowitz Model and the Single Index Model for stocks listed in the Jakarta Islamic Index (JII).
Cahaya Ningsih, Pipit Yunianingsih
doaj   +1 more source

Block Empirical Likelihood for Longitudinal Single-Index Varying-Coefficient Model

Journal of Applied Mathematics, 2013
In this paper, we consider a single-index varying-coefficient model with application to longitudinal data. In order to accommodate the within-group correlation, we apply the block empirical likelihood procedure to longitudinal single-index varying ...
Yunquan Song, Ling Jian, Lu Lin
doaj   +1 more source

Estimation of the mean of the partially linear single-index errors-in-variables model with missing response variables

Journal of Inequalities and Applications, 2020
In this paper, we estimate the mean of the partially linear single-index errors-in-variables model with missing response variables. The linear covariate is measured with additive error, therefore missing is not random.
Xin Qi, ZhuoXi Yu
doaj   +1 more source