Results 101 to 110 of about 22,049,526 (145)
An Economic Activity Index for Ireland: The Dynamic Single-Factor Method [PDF]
This paper estimates a coincident indicator of economic activity for Ireland using a dynamic single-factor model. The composite index is used to identify the peaks and troughs in Irish economic activity, and is capable of being updated on a timelier ...
Murphy, Alan P
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Efficient empirical-likelihood-based inferences for the single-index model
This article proposes the efficient empirical-likelihood-based inferences for the single component of the parameter and the link function in the single-index model.
Huang, Zhensheng, Zhang, Riquan
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Direct Estimation of the Index Coefficients in a Single-index Model
, 1998 We propose a new method of estimating the index coefficients in a single index model. It is based on iterative improvement of the average derivative estimator.
Hristache, Marian +2 more
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An Extended Single Index Model with Missing Response at Random
An extended single-index model is considered when responses are missing at random. A three-step estimation procedure is developed to define an estimator for the single index parameter vector by a joint estimating equation. The proposed estimator is shown
Qihua Wang +2 more
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The Robustness of Single Index Models in Crop Markets: A Multiple Index Model Test: Reply
Journal of Agricultural and Resource Economics, 1993 Steven C. Blank
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The Robustness of Single Index Models in Crop Markets: A Multiple Index Model Test: Comment
Journal of Agricultural and Resource Economics, 1993 Robert A. Collins
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Statistical inference for the index parameter in single-index models
In this paper, we are concerned with statistical inference for the index parameter in the single-index model . Based on the estimates obtained by the local linear method, we extend the generalized likelihood ratio test to the single-index model.
Lv, Yazhao +2 more
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Estimation of a Functional Single Index Model
, 2011 Single index models have been mostly studied as an alternative dimension reduction technique for nonparametric regression with multivariate covariates. The index parameter appearing in the model summarizes the effect of the covariates in a finite dimensional vector.
Ferraty, Frédéric +2 more
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The single-index hazards model [PDF]
, 2010 We first propose the single-index hazards model for right censored survival data. As an extension of the Cox model, this model allows nonparametric modeling of covariate effects in a parsimonious way via a single-index. In addition, the relative importance of covariates can be assessed via this model.
Ding, Kai
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A Functional Single Index Model
Statistica Sinica, 2020Summary: We propose a semiparametric functional single-index model for studying the relationship between a univariate response and multiple functional covariates. The parametric part of the model integrates a functional linear regression model and a sufficient dimension-reduction structure.
Jiang, Fei +3 more
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