Results 181 to 190 of about 8,082 (216)
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2004
A single index model (SIM) summarizes the effects of the explanatory variables X1, ..., Xd within a single variable called the index. As stated at the beginning of Part II, the SIM is one possibility for generalizing the GLM or for restricting the multidimensional regression E(Y|X) to overcome the curse of dimensionality and the lack of ...
Wolfgang Härdle +3 more
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A single index model (SIM) summarizes the effects of the explanatory variables X1, ..., Xd within a single variable called the index. As stated at the beginning of Part II, the SIM is one possibility for generalizing the GLM or for restricting the multidimensional regression E(Y|X) to overcome the curse of dimensionality and the lack of ...
Wolfgang Härdle +3 more
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Identifiability of single-index models and additive-index models
Biometrika, 2007SUMMARY We provide a proof for the identifiability for both single-index models and partially linear single index models assuming only the continuity of the regression function, a condition much weaker than the differentiability conditions assumed in the existing literature.
Wei Lin, K. B. Kulasekera
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Estimation of a Functional Single Index Model
2011Single 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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Biometrika, 2001
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Naik, Prasad A., Tsai, Chih-Ling
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Naik, Prasad A., Tsai, Chih-Ling
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On bootstrap consistency of MAVE for single index models
Computational Statistics & Data Analysis, 2020zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hong-Fan Zhang +2 more
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1998
One of the most important tasks of applied econometrics and statistics is estimating a conditional mean function. For example, one may want to estimate the mean annual earnings of workers in a certain population as a function of observable characteristics such as level of education and experience in the workforce.
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One of the most important tasks of applied econometrics and statistics is estimating a conditional mean function. For example, one may want to estimate the mean annual earnings of workers in a certain population as a function of observable characteristics such as level of education and experience in the workforce.
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IEEE Transactions on Knowledge and Data Engineering, 2021
Agus Sudjianto +2 more
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Agus Sudjianto +2 more
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Nonlinear regression models with single‐index heteroscedasticity
Statistica Neerlandica, 2019We consider nonlinear heteroscedastic single‐index models where the mean function is a parametric nonlinear model and the variance function depends on a single‐index structure. We develop an efficient estimation method for the parameters in the mean function by using the weighted least squares estimation, and we propose a “delete‐one‐component ...
Jun Zhang +3 more
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Estimation for the single-index models with random effects
Computational Statistics & Data Analysis, 2012zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Pang, Zhen., Xue, Liugen.
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The single-index hazards model
2010We 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.
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