Results 51 to 60 of about 23,910,911 (290)

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
doaj   +1 more source

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, Piet Groeneboom, Kim Hendrickx   +2 more
openaire   +3 more sources

Single-index assessment based on EDI.

, 2022
Single-index assessment based on EDI.
Fuqiang Xia (11985480), Zhiping Zhang (279585), Degang Yang (844748), Yaning Chen (2987694)   +3 more
core   +1 more source

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
doaj   +1 more source

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
doaj   +1 more source

Fair Single Index Model

ACM Transactions on Knowledge Discovery from Data
Single-index models (SIMs) have been widely used in various applications due to their simplicity and interpretability. However, despite the potential for SIMs to result in discriminatory outcomes based on sensitive attributes like gender, race, or ethnicity, the issue of fairness has not been thoroughly examined in recent studies on the topic.
Yidong Wang, Meng Ding, Jinhui Xu, Di Wang   +3 more
openaire   +2 more sources

Results of Bayesian single-index model for body fat data.

, 2023
Results of Bayesian single-index model for body fat data.
Xuefei Xiang (15447402), Xiaohui Yuan (15300), Xinran Zhang (652526)   +2 more
core   +1 more source

Analysis of the Single Index Model Optimal Portfolio Using the Sharpe and Treynor Measurement Index Related to Covid-19

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, Evy Sulistianingsih, Naomi Nessyana Debataraja, Shantika Martha   +3 more
doaj   +1 more source

ROBUST VARIABLE SELECTION FOR SINGLE INDEX SUPPORT VECTOR REGRESSION MODEL

Al-Mustansiriyah Journal of Science, 2019
The single index support vector regression model (SI-SVR) is a useful regression technique used to alleviate the problem of high-dimensionality. In this paper, we propose a robust variable selection technique for the SI-SVR model by using vital method to
thaera najm abdulah
doaj   +1 more source

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
doaj   +1 more source