Results 81 to 90 of about 22,049,526 (145)

Cross-Validated Functional Generalized Partially Linear Single-Functional Index Model

Mathematics
In this paper, we have introduced a functional approach for approximating nonparametric functions and coefficients in the presence of multivariate and functional predictors. By utilizing the Fisher scoring algorithm and the cross-validation technique, we
Mustapha Rachdi, Mohamed Alahiane, Idir Ouassou, Abdelaziz Alahiane, Lahoucine Hobbad   +4 more
doaj   +1 more source

Asymptotic Normality of Conditional Density and Conditional Mode in the Functional Single Index Model

Ekonometria, 2021
The main objective of this paper is to investigate the nonparametric estimation of the conditional density of a scalar response variable Y, given the explanatory variable X taking value in a Hilbert space when the sample of observations is considered as ...
Fatima Akkal, Nadia Kadiri, Abbes Rabhi
doaj  

Estimation for single-index and partially linear single-index integrated models

The Annals of Statistics, 2016
Published at http://dx.doi.org/10.1214/15-AOS1372 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Dong, Chaohua, Gao, Jiti, Tjøstheim, Dag   +2 more
openaire   +3 more sources

ANALYSIS OF PORTFOLIO FORMATION ON THE LQ45 STOCKS INDEX, USING THE MARKOWITZ AND SINGLE INDEX MODELS

Barekeng
In an investment, there will always be a return and risk, especially in the capital market in the form of stocks. The risk in an investment can be minimized by diversifying assets into several stocks to form a portfolio formation. Several models, such as
Asmawi Gunawan, Rohmatul Fajriyah, M Albarra Bimakasa, Siti Nirmala Untari   +3 more
doaj   +1 more source

PERSISTENCE OF PRICE-COST MARGINS IN THE U.S. FOOD AND TOBACCO MANUFACTURING INDUSTRIES: A DYNAMIC SINGLE INDEX MODEL APPROACH [PDF]

Persistence of price-cost margins in the U.S. food and tobacco manufacturing industries is measured while accounting for price-cost margin risk. Direct measurement of persistence and of long- and short-run price-cost margin risk is accomplished by ...
Cranfield, John A.L.
core  

RELASI RATING OBLIGASI DAN MARKET INDEKS PASAR MODAL INDONESIA

Jurnal Dinamika Manajemen, 2010
Tujuan dari penelitian ini adalah untuk menguji pengaruh perubahan rating obligasi baik saat di upgrade dan downgrade pada kepekaan hubungan antara return saham dan return pasar.
Amirah -
doaj   +1 more source

Analisis Fama-French Three Factor Model Terhadap Return Portofolio Saham Optimal Terindeks PEFINDO25

Jurnal Matematika UNAND
Portofolio optimal adalah portofolio yang menguntungkan dari segi return dan risiko bagi para investor. Pada penelitian ini digunakan metode Single Index Model untuk membentuk portofolio optimal. Setelah portofolio optimal terbentuk, dilakukan pengukuran
Ridho Pascal Willmar, DODI DEVIANTO, HAZMIRA YOZZA   +2 more
doaj   +1 more source

Estimation for a partial-linear single-index model

The Annals of Statistics, 2010
In this paper, we study the estimation for a partial-linear single-index model. A two-stage estimation procedure is proposed to estimate the link function for the single index and the parameters in the single index, as well as the parameters in the linear component of the model. Asymptotic normality is established for both parametric components.
Wang, Jane-Ling, Xue, Liugen, Zhu, Lixing, Chong, Yun Sam   +3 more
openaire   +3 more sources

OPTIMALISASI PORTOFOLIO SAHAM LQ45 DENGAN SINGLE INDEX MODEL PADA PERIODE JANUARI 2008 - DESEMBER 2010 [PDF]

, 2011
OPTIMALISASI PORTOFOLIO SAHAM LQ45 DENGAN SINGLE INDEX MODEL PADA PERIODE JANUARI 2008 - DESEMBER 2010 - Excess return to beta, cut-off point, single index ...
FELIX, FELIX
core  

Empirical likelihood confidence regions of the parameters in a partially single-index varying-coefficient model

Open Mathematics, 2019
In this paper, we investigate a partially single-index varying-coefficient model, and suggest two empirical log-likelihood ratio statistics for the unknown parameters in the model.
Xiang Xing, Liu Wanrong
doaj   +1 more source