Results 11 to 20 of about 8,082 (216)
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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Direct estimation of the index coefficient in a single-index model
Annals of Statistics, 2001 Preprint: Weierstraß-Institut für Angewandte Analysis und Stochastik, vol ...
Vladimir Spokoiny
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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
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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
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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
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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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Mathematics, 2022 Climate change has several negative effects on health, including cardiovascular disease. Many studies have considered the effect of temperature on cardiovascular disease and found that there is an association between extreme levels of temperature, cold ...
Hamdy F. F. Mahmoud
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CAPM, INDEKS TUNGGAL DAN TREYNOR SEBAGAI ANALISIS PORTOFOLIO PADA SAHAM SYARIAH
Keunis, 2021 This study aims to analyze the optimal portfolio of stocks using a single index model and the Capital Asset Pricing Model (CAPM) in making investment decisions as well as the expected profit and risk of the optimal portfolio formed on Islamic stocks in ...
Ery Indah Setyowati +1 more
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Analysis of Double Single Index Models [PDF]
Scandinavian Journal of Statistics, 2016 Abstract Motivated from problems in canonical correlation analysis, reduced rank regression and sufficient dimension reduction, we introduce a double dimension reduction model where a single index of the multivariate response is linked to the multivariate covariate through a single index of these covariates, hence the name double ...
Chen, Kun, Ma, Yanyuan
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Minimally capturing heterogeneous complier effect of endogenous treatment for any outcome variable
Journal of Causal Inference, 2023 When a binary treatment DD is possibly endogenous, a binary instrument δ\delta is often used to identify the “effect on compliers.” If covariates XX affect both DD and an outcome YY, XX should be controlled to identify the “XX-conditional complier ...
Lee Goeun +2 more
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