2024 The efm approach for single-index models

The efm approach for single-index models

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August undefined, 2024

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, … WebOct 8, 2015 · The single-index model is a useful extension of the linear regression model. Cui et al. (Ann Stat 39:1658–1688, 2011) proposed an estimating function method for the estimation of index vector in an extended single-index model (ESIM). Nevertheless, how to conduct variable selection for ESIM has not been studied.

The EFM approach for single-index models — Hong Kong Baptist …

Webwe 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 … WebWe 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. income tax recoverable翻译

Efficient estimation and computation of parameters and

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. Web, A single-index quantile regression model and its estimation, Econometric Theory 28 (04) (2012) 730 – 768. Google Scholar Li (2000) Li Q. , Efficient estimation of additive partially linear models , Internat. 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. income tax recoverable 意味

Robust estimation for survival partially linear single-index models ...

The EFM approach for single-index models : Xia Cui - Archive

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 … WebNov 1, 2013 · We introduce a new method for estimating the direction in single-index models via distance covariance. Our method keeps model-free advantage as a dimension reduction approach. In addition, no smoothing technique is needed, which enables our method to work efficiently when many predictors are discrete or categorical. income tax records 2020WebDec 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 ... income tax records how many years to keep

"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 … " - The efm approach for single-index models

The efm approach for single-index models

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

WebHowever, the commonly used assumption on the index coefficients, ‖ β ‖ = 1, represents a nonregular problem: the true index is on the boundary of the unit ball. In this paper we introduce the EFM approach, a method of estimating functions, to study the single-index … 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 …

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WebDownloadable! Generalized single-index models are natural extensions of linear models and circumvent the so-called curse of dimensionality. They are becoming increasingly popular … WebMay 31, 2011 · PDF Single-index models are natural extensions of linear models and circumvent the so-called curse of dimensionality. They are becoming increasingly popular …

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 … WebWe consider estimation and inference in a single-index regression model with an unknown convex link function. We introduce a convex and Lipschitz constrained least-square …

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 … WebOct 28, 2009 · 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...

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 … income tax records folderWebSingle-index models are natural extensions of linear models and circumvent the so-called curse of dimensionality. They are becoming increasingly popular in... Skip to main content income tax rectification order statusWebThe PLDA-D is based on the Bellman and Ford–Fulkerson flow algorithms that analyze energy-flow models (EFM). EFM computes the power efficiency, sustainability and cost metrics of data center infrastructures. To demonstrate the applicability of the proposed strategy, we present a case study that analyzes four power infrastructures. income tax reduction meanWebThis repository gives R scripts for simulations with the ordinary profile Least Squares Estimator (LSE), the Simple Score Estimator (SSE), the Effective Score Estimator (ESE). It … income tax recoveryWebNov 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. income tax recruitment 2022 freejobalertWebGeneralized 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). income tax recruitment 2021 apply onlineWeb, A single-index quantile regression model and its estimation, Econometric Theory 28 (04) (2012) 730 – 768. Google Scholar Li (2000) Li Q. , Efficient estimation of additive partially … income tax rectification tax credit mismatch