Results 21 to 30 of about 22,134,113 (294)
A single-index quantile regression model and its estimation [PDF]
, 2012 Models with single-index structures are among the many existing popular semiparametric approaches for either the conditional mean or the conditional variance. This paper focuses on a single-index model for the conditional quantile. We propose an adaptive
Xia, Y. +3 more
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An Optimal Stock Market Portfolio Proportion Model Using Genetic Algorithm
IJCCS (Indonesian Journal of Computing and Cybernetics Systems), 2018 To reduce the amount of loss due to investment risk, an investor or stockbroker usually forms an optimal stock portfolio. This technique is done to get the maximum return of investment on shares to be purchased.
Wahyono Wahyono +5 more
doaj +1 more source
Rancangan Strategi Portofolio Optimal PT. ABC dengan Metode Single Index Model
JKBM (Jurnal Konsep Bisnis dan Manajemen), 2021 As social insurance company of the Republic of Indonesia, PT ABC (Persero) has a captive market based on the provisions of Undang-undang in Indonesia.
Ramadhan Dwi Saputra +1 more
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The Single Index Market Model in Agriculture [PDF]
Northeastern Journal of Agricultural and Resource Economics, 1988 This study illustrates the differences in empirical results due to data measurements and estimating procedures when applying the single index market model in agriculture. Gross and net return betas along with systematic and unsystematic risk proportions are estimated and found to be different.
Gempesaw, Conrado M., II +3 more
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A bootstrap test for single index models [PDF]
Statistics, 2001 Single index models are frequently used in econometrics and biometrics. Logit and Probit models arc special cases with fixed link functions. In this paper we consider a bootstrap specification test that detects nonparametric deviations of the link function.
Härdle, Wolfgang +2 more
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Penalized single-index quantile regression [PDF]
, 2013 This article is made available through the Brunel Open Access Publishing Fund. Copyright for this article is retained by the author(s), with first publication rights granted to the journal.
Yu, K
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On Single-Index Models beyond Gaussian Data
Advances in Neural Information Processing Systems 36, 2023 Sparse high-dimensional functions have arisen as a rich framework to study the behavior of gradient-descent methods using shallow neural networks, showcasing their ability to perform feature learning beyond linear models. Amongst those functions, the simplest are single-index models $f(x) = ϕ( x \cdot θ^*)$, where the labels are generated by an ...
Aaron Zweig +2 more
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Sufficient Dimension Reduction: An Information-Theoretic Viewpoint
Entropy, 2022 There has been a lot of interest in sufficient dimension reduction (SDR) methodologies, as well as nonlinear extensions in the statistics literature. The SDR methodology has previously been motivated by several considerations: (a) finding data-driven ...
Debashis Ghosh
doaj +1 more source
Estimation of parametric single index ordered logit model on milk yields [PDF]
Kafkas Universitesi Veteriner Fakültesi Dergisi, 2019 This article aims to determine some important factors affecting the milk yield of Holstein Friesian cows and introduce the use of single index ordered logit model in milk yield studies.
Özge AKKUŞ +3 more
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Score Tests for the Single Index Model [PDF]
Technometrics, 2002 The single index model is a generalization of the linear regression model with E(y|x) = g(x′β), where g is an unknown function. The model provides a flexible alternative to the linear regression model while providing more structure than a fully nonparametric approach.
Jeffrey S. Simonoff, Chih-Ling Tsai
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