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The efm approach for single-index models

WebApr 26, 2016 · In this paper, based on the Cholesky decomposition, we construct a single index mean—covariance model for longitudinal data, and then propose a two-step estimation procedure. In the first step, we obtain initial estimators of index coefficient and the link function by ignoring the possible correlation between repeated measures. Then, … WebNov 1, 2024 · In this work, we are focusing on the single-index models (Ichimura, 1993) which can be roughly regarded as a dimension reduction approach and the response is modelled as a nonparametric function of the constructed index.

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WebJan 9, 2024 · However, the commonly used assumption on the index coefficients, beta = 1, represents a non-regular problem: the true index is on the boundary of the unit ball. In this … WebJul 1, 2015 · This paper focuses instead on single index models, which are becoming increasingly popular in many scientific fields including biostatistics, economics and financial econometrics. Novel methodology is presented for estimating high-dimensional single index models and simultaneously performing variable selection. manoharan elastic instability https://sabrinaviva.com

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WebDec 1, 2014 · This paper focuses on the robust estimation approach for the partially linear single-index AFT model. We consider the following randomly censored survival partially linear single-index model Y = g ( X T β) + Z T α + ε, where Y is the survival time or the logarithm survival time, θ = ( β, α) is a vector of unknown parameters in R p + q ... WebDownloadable! Generalized single-index models are natural extensions of linear models and circumvent the so-called curse of dimensionality. They are becoming increasingly popular … WebFeb 12, 2024 · Single-index models have gained increased popularity in time-to-event analysis owing to their model flexibility and advantage in dimension reduction. In this paper, we propose a... manohara song lyrics in telugu download mp3

SIMEX estimation for single-index model with covariate ... - Springer

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The efm approach for single-index models

The EFM approach for single-index models : Xia Cui

WebSep 1, 2013 · We investigate the estimators of parameters of interest for a single-index varying-coefficient model. To estimate the unknown parameter efficiently, we first estimate the nonparametric component using local linear smoothing, then construct an estimator of parametric component by using estimating equations. WebGeneralized single-index models: The EFM approach. Annals of Statistics, 39, No. 3, 1658 - 1688. Li, L., Zhu, L. P. and Zhu, Lixing (2011). Inference on Primary Parameter of Interest with Aid of Dimension Reduction Estimation. Journal of the Royal Statistical Society, series B., 73, 59-80. Li, L., Li, B., and Zhu, Lixing (2010).

The efm approach for single-index models

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WebNov 22, 2012 · In this paper we introduce the EFM approach, a method of estimating functions, to study the single-index model. The procedure is to first relax the equality … WebJun 1, 2013 · We study generalized single-index models and propose an efficient equation for estimating the index parameter and unknown link function, deriving a quasi-likelihood-based maximum empirical likelihood estimator (QLMELE) of the index parameter.

WebTHE EFM APPROACH FOR SINGLE-INDEX MODELS 3 denoting ∂E(Y X=x)/∂x and k·kbeing the Euclidean norm.An advantage of the ADE approach is that it allows estimating β … WebJan 1, 2009 · In this paper we introduce the EFM ap- proach, a method of estimating functions, to study the generalized single-index model. The procedure is to first relax the …

WebThe partially linear single-index model is an interesting semiparametric model extended by the partially linear model and the single-index model, which supply a good balance between flexibility and parsimony. A robust estimation is proposed to fit the ... WebNov 3, 2006 · The single-index model is one of the most popular semiparametric models in applied quantitative sciences. Two new estimation methods have been proposed recently …

WebFeb 1, 2012 · In this paper, we present an estimation approach based on generalized estimating equations and a variable selection procedure for single-index models when the observed data are clustered. Unlike the case of independent observations, bias-correction is necessary when general working correlation matrices are used in the estimating equations.

WebJun 15, 2024 · 1 Introduction. The monotone single index model tries to predict a response from the linear combination of a finite number of parameters and a function linking this linear combination to the response via a monotone link function \psi _0 which is unknown. So, more formally, we have the model. \begin {aligned} Y=\psi _0 (\boldsymbol {\alpha … kotak nifty 50 index fund regular plan growthWebwe investigate the efficiency and computation of the estimates for the single-index models, and systematically develop and prove the asymptotic properties of EFM. The paper is … manohar airport goaWebWe present a path algorithm for the generalized lasso problem. This problem penalizes the ℓ1norm of a matrix Dtimes the coefficient vector, and has a wide range of applications, dictated by the choice of D. Our algorithm is based on solving the dual of the generalized lasso, which greatly facilitates computation of the path. manohara song music ringtone download