Results 11 to 20 of about 20,762,681 (252)
Minimally capturing heterogeneous complier effect of endogenous treatment for any outcome variable
Journal of Causal Inference, 2023 When a binary treatment DD is possibly endogenous, a binary instrument δ\delta is often used to identify the “effect on compliers.” If covariates XX affect both DD and an outcome YY, XX should be controlled to identify the “XX-conditional complier ...
Lee Goeun +2 more
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Sharia stocks optimal portfolio analysis using single index model
JPPI (Jurnal Penelitian Pendidikan Indonesia), 2022 This study is aimed to analyze the optimal portfolio of Jakarta Islamic Index within December 2016 to November 2019 period. The research samples that were being used in this study were the stocks that are consistently included in JII during the study ...
Gatot Hendra Prakoso +1 more
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An Adaptive-to-Model Test for Parametric Functional Single-Index Model
Mathematics, 2023 Model checking methods based on non-parametric estimation are widely used because of their tractable limiting null distributions and being sensitive to high-frequency oscillation alternative models.
Lili Xia, Tingyu Lai, Zhongzhan Zhang
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Single Index Regression Model for Functional Quasi-Associated Times Series Data
Revstat Statistical Journal, 2023 The mixing condition is often considered to modeling the functional time series data. Alternatively, in this work we consider the problem of nonparametric estimation of the regression function in Single Functional Index Model (SFIM) under the quasia ...
Salim Bouzebda +2 more
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Risk Costs and the Choice of Market Return Index
Journal of Agricultural and Resource Economics, 1992 Six measures of returns are used to estimate the most "appropriate" market index for southeast Kansas farms. Results suggest that localized indices are more appropriate than state indices for use as the market index.
Koffi N. Amegbeto, Allen M. Featherstone
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Estimation in monotone single‐index models [PDF]
Statistica Neerlandica, 2018 Single‐index models are popular regression models that are more flexible than linear models and still maintain more structure than purely nonparametric models. We consider the problem of estimating the regression parameters under a monotonicity constraint on the unknown link function.
Piet Groeneboom, Kim Hendrickx
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Analisis Portofolio Optimal Saham Indeks Lq-45 Dengan Model Indeks Tunggal Di Bursa Efek Indonesia
Jurnal Perilaku dan Strategi Bisnis, 2017 Rational investors invest in efficient stocks, the stocks that have high return with minimum risk. The sample in this study using the stocks in the group LQ-45 index during the period February 2013-July 2013.
ALMUNFARIJAH ALMUNFARIJAH
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J. Mach. Learn. Res., 2011 Let $(\bX, Y)$ be a random pair taking values in $\mathbb R^p \times \mathbb R$. In the so-called single-index model, one has $Y=f^{\star}(θ^{\star T}\bX)+\bW$, where $f^{\star}$ is an unknown univariate measurable function, $θ^{\star}$ is an unknown vector in $\mathbb R^d$, and $W$ denotes a random noise satisfying $\mathbb E[\bW|\bX]=0$.
Alquier, Pierre, Biau, Gérard
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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
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