Results 61 to 70 of about 1,341,862 (199)

Optimal Portfolio Analysis Using the Markowitz Model and Single Index Model on Jakarta Islamic Index (JII) Stocks: Historical Data 2022–2025

open access: yesIndonesian Interdisciplinary Journal of Sharia Economics
This study analyzes and compares the construction of optimal Islamic stock portfolios using the Markowitz Model and the Single Index Model for stocks listed in the Jakarta Islamic Index (JII).
Cahaya Ningsih, Pipit Yunianingsih
doaj   +1 more source

Block Empirical Likelihood for Longitudinal Single-Index Varying-Coefficient Model

open access: yesJournal of Applied Mathematics, 2013
In this paper, we consider a single-index varying-coefficient model with application to longitudinal data. In order to accommodate the within-group correlation, we apply the block empirical likelihood procedure to longitudinal single-index varying ...
Yunquan Song, Ling Jian, Lu Lin
doaj   +1 more source

Modeling of Ship Collision Risk Index Based on Complex Plane and Its Realization [PDF]

open access: yesTransNav, 2016
Ship collision risk index is the basic and important concept in the domain of ship collision avoidance. In this paper, the advantages and deficiencies of the various calculation methods of ship collision risk index are pointed out.
Xiaoqin Xu, Xiaoqiao Geng, Yuanqiao Wen
doaj   +1 more source

Single-index regression for pooled biomarker data

open access: yes, 2018
Laboratory assays used to evaluate biomarkers (biological markers) are often prohibitively expensive. As an efficient data collection mechanism to save on testing costs, pooling has become more commonly used in epidemiological research.
Dewei Wang (805463)   +1 more
core   +1 more source

Estimation of the mean of the partially linear single-index errors-in-variables model with missing response variables

open access: yesJournal of Inequalities and Applications, 2020
In this paper, we estimate the mean of the partially linear single-index errors-in-variables model with missing response variables. The linear covariate is measured with additive error, therefore missing is not random.
Xin Qi, ZhuoXi Yu
doaj   +1 more source

Generalized single-index models: The EFM approach [PDF]

open access: yes
Generalized single-index models are natural extensions of linear models and circumvent the so-called curse of dimensionality. They are becoming increasingly popular in many scientific fields including biostatistics, medicine, economics and finan- cial ...
Xia Cui   +2 more
core  

Semiparametric Estimation of Single-Index Transition Intensities [PDF]

open access: yes
This research develops semiparametric kernel-based estimators of state-specific conditional transition intensities, h(y|x), for duration models with right-censoring and/or multiple destinations (competing risks).
Tue Gorgens
core   +2 more sources

Single-Index Multinomial Model for Analyzing Crime Data

open access: yes, 2023
We develop a flexible single-index multinomial model for analyzing crime data. In additionto the number of crimes reported, the data also includes covariates such as location, time of day, weather, and other demographic factors.
Duodu, Kwabena Gyamfi
core   +1 more source

Dynamic Influence Prediction of Social Network Based on Partial Autoregression Single Index Model

open access: yesDiscrete Dynamics in Nature and Society, 2019
Everything is connected in the world. From small groups to global societies, the interactions among people, technology, and policies need sophisticated techniques to be perceived and forecasted. In social network, it has been concluded that the microblog
Ya-hui Jia   +4 more
doaj   +1 more source

SiAM: A hybrid of single index models and additive models

open access: yesElectronic Journal of Statistics, 2017
While popular, single index models and additive models have potential limitations, a fact that leads us to propose SiAM, a novel hybrid combination of these two models. We first address model identifiability under general assumptions. The result is of independent interest.
Ma, Shujie   +3 more
openaire   +3 more sources

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