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
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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