Results 41 to 50 of about 8,082 (216)
Profile Maximum Likelihood Estimation of Single-Index Spatial Dynamic Panel Data Model
Mathematics, 2023 In this paper, the spatial dynamic panel data (SDPD) model is extended to the single-index spatial dynamic panel data (Si-SDPD) model by introducing a nonlinear connection function to reflect the interaction between explanatory variables.
Mengqi Zhang, Boping Tian
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Omnipredicting Single-Index Models with Multi-index Models
Proceedings of the 57th Annual ACM Symposium on Theory of ComputingRecent work on supervised learning [GKR+22] defined the notion of omnipredictors, i.e., predictor functions $p$ over features that are simultaneously competitive for minimizing a family of loss functions $\mathcal{L}$ against a comparator class $\mathcal{C}$. Omniprediction requires approximating the Bayes-optimal predictor beyond the loss minimization
Lunjia Hu, Kevin Tian, Chutong Yang
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Bayesian quantile regression for single-index models [PDF]
Statistics and Computing, 2012 Using an asymmetric Laplace distribution, which provides a mechanism for Bayesian inference of quantile regression models, we develop a fully Bayesian approach to fitting single-index models in conditional quantile regression. In this work, we use a Gaussian process prior for the unknown nonparametric link function and a Laplace distribution on the ...
Yuao Hu, Robert B. Gramacy, Heng Lian
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Score estimation in the monotone single‐index model [PDF]
Scandinavian Journal of Statistics, 2018 AbstractWe consider estimation in the single‐index model where the link function is monotone. For this model, a profile least‐squares estimator has been proposed to estimate the unknown link function and index. Although it is natural to propose this procedure, it is still unknown whether it produces index estimates that converge at the parametric rate.
Fadoua Balabdaoui +2 more
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JTAM (Jurnal Teori dan Aplikasi Matematika)The optimum portfolio is the preferred choice among investors for determining the most favorable combination of projected return and risk. This study seeks to ascertain the ideal portfolio performance of companies in the IDX30 index on the Indonesia ...
Yumna Hanum Salsabila +3 more
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A short note on fitting a single-index model with massive data
Statistical Theory and Related Fields, 2023 This paper studies the inference problem of index coefficient in single-index models under massive dataset. Analysis of massive dataset is challenging owing to formidable computational costs or memory requirements.
Rong Jiang, Yexun Peng
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Optimal Smoothing in Single-Index Models
The Annals of Statistics, 1993 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hardle, Wolfgang +2 more
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ANALISIS KINERJA PORTOFOLIO: PENGUJIAN SINGLE INDEX MODEL DAN NAIVE DIVERSIFICATION
Jurnal Dinamika Manajemen, 2012 Penelitian ini bertujuan untuk menganalisis sebuah model berprientasi mengontrol. Studi ini bertujuan untuk menguji perbedaan antara return dan risiko portofolio model indeks tunggal dengan metode naïve diversification dalam sampel kecil.
Rini Setyo Witiastuti
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Semiparametric Integrated and Additive Spatio-Temporal Single-Index Models
Mathematics, 2023 In this paper, we introduce two semiparametric single-index models for spatially and temporally correlated data. Our first model has spatially and temporally correlated random effects that are additive to the nonparametric function, which we refer to as ...
Hamdy F. F. Mahmoud, Inyoung Kim
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International Journal of Business, Economics, and Social DevelopmentThe optimal portfolio is a portfolio chosen by investors from the many options available in the collection of efficient portfolios. To get the optimal proportion, which is the maximum return and minimum risk, it is necessary to analyze the stocks to be ...
Septi Rahmawati +2 more
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