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Semiparametric estimation and variable selection for single-index copula models
1 个回复 - 295 次查看【作者(必填)】 333 【文题(必填)】 Semiparametric estimation and variable selection for single-index copula models【年份(必填)】 333 【全文链接或数据库名称(选填)】 https://onlinelibrary.wiley.com ...2023-8-17 14:39 - internet.hzx - 求助成功区

Semiparametric estimation and variable selection for single-index copula models
1 个回复 - 261 次查看【作者(必填)】 33 【文题(必填)】 Semiparametric estimation and variable selection for single-index copula models 【年份(必填)】 333 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com/ ...2023-8-17 14:58 - internet.hzx - 求助成功区

A Novel Estimation Method in Generalized Single Index Models
1 个回复 - 324 次查看【作者(必填)】 33 【文题(必填)】 A Novel Estimation Method in Generalized Single Index Models 【年份(必填)】 33 【全文链接或数据库名称(选填)】https://amstat.tandfonline.com/doi/full/10.1080/0735 ...2023-8-13 17:52 - internet.hzx - 求助成功区

Modeling and forecasting trading volume index: GARCH versus TGARCH approach
1 个回复 - 317 次查看【作者(必填)】 23 【文题(必填)】 Modeling and forecasting trading volume index: GARCH versus TGARCH approach【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/a ...2022-12-14 02:28 - internet.hzx - 求助成功区

Varying coefficient single-index regression model with missing responses under r
1 个回复 - 478 次查看【作者(必填)】M Otlaadisa, HF Bindele, A Abebe 【文题(必填)】Varying coefficient single-index regression model with missing responses under r 【年份(必填)】2022 【全文链接或数据库名称(选填)】 ...2022-8-15 19:22 - liu2008shu - 求助成功区

Inference for Single-index Quantile Regression Models with Profile Optimization
2 个回复 - 1406 次查看【作者(必填)】Ma, S. and He, X. 【文题(必填)】Inference for Single-index Quantile Regression Models with Profile Optimization 【年份(必填)】2015 【全文链接或数据库名称(选填)】2015-11-14 12:03 - gchlj20102 - 求助成功区

Semiparametric Estimation and Variable Selection for Single-Index Copula Models
1 个回复 - 633 次查看【作者(必填)】 2323 【文题(必填)】 Semiparametric Estimation and Variable Selection for Single-Index Copula Models【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com ...2021-9-12 07:50 - internet.hzx - 求助成功区

Modeling Tail Index With Autoregressive Conditional Pareto Model
1 个回复 - 681 次查看【作者(必填)】 23 【文题(必填)】 Modeling Tail Index With Autoregressive Conditional Pareto Model 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://amstat.tandfonline.com/doi/full/10.1080/ ...2021-6-2 18:20 - internet.hzx - 求助成功区

A novel forecasting model for the Baltic dry index utilizing optimal squeezing
1 个回复 - 428 次查看【作者(必填)】【文题(必填)】 A novel forecasting model for the Baltic dry index utilizing optimal squeezing 【年份(必填)】【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com/doi/ep ...2021-1-5 19:58 - ticket1988 - 求助成功区

Inverse probability weighted estimators for single-index models with missing cov
1 个回复 - 692 次查看【作者(必填)】 Li Tingting， Yang Hu 【文题(必填)】Inverse probability weighted estimators for single-index models with missing covariates 【年份(必填)】2016 【全文链接或数据库名称(选填)】http ...2017-5-20 11:59 - gchlj20102 - 求助成功区

EXTREME QUANTILE ESTIMATION BASED ON THE TAIL SINGLE-INDEX MODEL
0 个回复 - 495 次查看【作者(必填)】W Xu, D Li, H Wang 【文题(必填)】EXTREME QUANTILE ESTIMATION BASED ON THE TAIL SINGLE-INDEX MODEL 【年份(必填)】2022 【全文链接或数据库名称(选填)】doi:https://doi.org/10.5705/ss ...2022-8-16 10:22 - liu2008shu - 文献求助专区

统计指数. Price and quantity index numbers:models for measuring aggregate cha
0 个回复 - 403 次查看 TJ_13_2008_005. 统计指数. Balk,b.m.. Price and quantity index numbers:models for measuring aggregate change and difference. New york:cambridge university press2018-4-11 20:01 - zongsugar - 经济统计专版

急求用Single Index Model（单因素变量模型）求efficient frontier（有效边界曲线）
0 个回复 - 3807 次查看求大神帮忙！！！！！刚刚用excel做了一个single index model 求efficient model 的作出来的图几乎是直线的不是efficient frontier 的那种曲线形状。原题如下：Assume that the single index model (SIM) holds ...2017-5-8 17:01 - Olivia938 - Excel

SV mixture models with application to S&P 500 index returns
1 个回复 - 579 次查看【作者(必填)】Garland B. Durham 【文题(必填)】SV mixture models with application to S&P 500 index returns 【年份(必填)】2007 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/sci ... i/S ...2016-9-22 11:01 - hnhs100 - 求助成功区

Estimation in partially linear single-index panel data models with fixed effects
7 个回复 - 1033 次查看【作者(必填)】Jia Chen, Jiti Gao, Degui Li 【文题(必填)】Supplemental of "Estimation in partially linear single-index panel data models with fixed effects" 【年份(必填)】2013 【全文链接或数据 ...2013-11-13 23:48 - xuqiuhua - 求助成功区

A GIS‐based land use and public transport accessibility indexing model
1 个回复 - 723 次查看【作者(必填)】【文题(必填)】A GIS‐based land use and public transport accessibility indexing model 【年份(必填)】【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/07 ...2015-5-18 16:27 - cbw153053970 - 求助成功区

Varying Index Coefficient Models
1 个回复 - 926 次查看【作者(必填)】 Shujie Ma & Peter X.-K. Song 【文题(必填)】 Varying Index Coefficient Models【年份(必填)】 2013 【全文链接或数据库名称(选填)】 http://www.tandfonline.com/doi/full/10.1080/016214 ...2015-5-9 11:42 - internet.hzx - 文献求助专区

有关single-index model里的return of market的计算问题
0 个回复 - 2726 次查看我想知道return of market的算法，我现在有一张关于sp500的数据表，里面有总指数一栏，我想知道return of market是不是有总指数当天的指数-前一天的指数后去自然对数就是它的return of market了？2015-5-7 12:45 - calf1989 - 爱问频道

A distribution-based LASSO for a general single-index model
1 个回复 - 727 次查看【作者(必填)】Wang T, Zhu L X. 【文题(必填)】A distribution-based LASSO for a general single-index model[J]. 【年份(必填)】Science China Mathematics, 2015, 58(1): 109-130. 【全文链接或数据库 ...2015-1-28 21:02 - yang2009jing - 求助成功区

Variable selection for general index models via sliced inverse regression
1 个回复 - 1239 次查看【作者(必填)】Jiang B, Liu J S. 【文题(必填)】 Variable selection for general index models via sliced inverse regression 和这篇文章的Supplemental materials 【年份(必填)】The Annals of Statistics, ...2014-12-8 09:16 - yang2009jing - 求助成功区

A multi-index model for quantile regression with ordinal data
1 个回复 - 957 次查看【作者(必填)】 Hyokyoung Grace Honga* & Jianhui Zhoub 【文题(必填)】A multi-index model for quantile regression with ordinal data 【年份(必填)】2013 【全文链接或数据库名称(选填)】Journal of A ...2014-9-30 09:27 - kappler - 求助成功区

Adaptive estimation under single-index constraint in a regression model
1 个回复 - 863 次查看【作者(必填)】Oleg Lepski and Nora Serdyukova 【文题(必填)】Adaptive estimation under single-index constraint in a regression model 【年份(必填)】2014 【全文链接或数据库名称(选填)】http://proje ...2014-9-4 10:03 - gchlj20102 - 求助成功区

Modeling and forecasting the VIX index
1 个回复 - 922 次查看【作者(必填)】【文题(必填)】Modeling and forecasting the VIX indexK Ahoniemi - Available at SSRN 1033812, 2008 - papers.ssrn.com 【年份(必填)】【全文链接或数据库名称(选填)】2014-9-4 08:10 - 金融坦然 - 求助成功区

Empirical likelihood for single-index varying-coefficient models
1 个回复 - 1115 次查看【作者(必填)】Xue L, Wang Q. 【文题(必填)】Empirical likelihood for single-index varying-coefficient models 【年份(必填)】Bernoulli, 2012, 18(3): 836-856. 【全文链接或数据库名称(选填)】http ...2014-7-14 15:29 - yang2009jing - 求助成功区

A Multiple-Index Model and Dimension Reduction
3 个回复 - 1307 次查看【作者(必填)】Yingcun Xia 【文题(必填)】A Multiple-Index[/backcolor] Model[/backcolor] and Dimension[/backcolor] Reductio[/backcolor] 【年份(必填)】2008 【全文链接或数据库名称(选填)】http:// ...2013-4-19 08:57 - gchlj20102 - 求助成功区

Variable selection for partially varying coefficient single-index model
2 个回复 - 649 次查看【作者(必填)】Feng S, Xue L. 【文题(必填)】Variable selection for partially varying coefficient single-index model[J]. 【年份(必填)】Journal of Applied Statistics, 2013, 40(12): 2637-2652. ...2014-1-11 13:04 - yang2009jing - 求助成功区

Variable selection for single-index varying-coefficient model
2 个回复 - 715 次查看【作者(必填)】 Feng S, Xue L. 【文题(必填)】 Variable selection for single-index varying-coefficient model 【年份(必填)】 Frontiers of Mathematics in China, 1-25. 【全文链接或数据库名称(选 ...2013-6-13 21:39 - yang2009jing - 求助成功区

Generalized varying-coefficient single-index model
1 个回复 - 1160 次查看【作者(必填)】Zhao W, Zhang R, Liu J, et al. 【文题(必填)】Generalized varying-coefficient single-index model[J]. 【年份(必填)】Statistics, 2013 (ahead-of-print): 1-13. 【全文链接或数据库 ...2014-4-8 09:15 - yang2009jing - 求助成功区

Penalized spline varying-coefficient single-index model
1 个回复 - 1250 次查看【作者(必填)】Li J, Zhang R. 【文题(必填)】Penalized spline varying-coefficient single-index model[J]. 【年份(必填)】Communications in Statistics—Simulation and Computation®, 2010, 39(2 ...2014-4-8 09:10 - yang2009jing - 求助成功区

Variable selection for single-index varying-coefficient model
1 个回复 - 563 次查看【作者(必填)】Sanying Feng, Liugen Xue 【文题(必填)】Variable selection for single-index varying-coefficient model 【年份(必填)】 2013 【全文链接或数据库名称(选填)】http://link.springer.com/arti ...2014-4-5 19:40 - 一诺9257 - 求助成功区

Penalized Spline Varying-Coefficient Single-Index Model
1 个回复 - 632 次查看【作者(必填)】Li J, Zhang R. 【文题(必填)】 Penalized spline varying-coefficient single-index model[J]. 【年份(必填)】Communications in Statistics—Simulation and Computation®, 2010, 39( ...2014-4-2 15:47 - yang2009jing - 求助成功区

Estimation in partially linear single-index panel data models with fixed effects
1 个回复 - 776 次查看【作者(必填)】 Chen J, Gao J, Li D. 【文题(必填)】Estimation in partially linear single-index panel data models with fixed effects[J]. 【年份(必填)】Journal of Business & Economic Statistics, ...2014-4-2 15:49 - yang2009jing - 求助成功区

Estimation in Partially Linear Single-Index Models with Missing Covariates
1 个回复 - 491 次查看【作者(必填)】 Liu X H, Wang Z Z, Hu X M. 【文题(必填)】Estimation in Partially Linear Single-Index Models with Missing Covariates[J]. 【年份(必填)】Communications in Statistics-Theory and Me ...2014-4-2 16:18 - yang2009jing - 求助成功区

Comparative Fit Indexes in Structural Models 真是一篇好文章呢
2 个回复 - 1214 次查看向大家推荐这篇在google学术上引用超过10000的文章结构方程模型我一定要学会大家共勉再次说一下只用于学术交流噢理解万岁！！2013-5-9 14:43 - ljshuiling - LISREL、AMOS等结构方程模型分析软件

Model structure selection in single-index-coefficient regression models
0 个回复 - 801 次查看 2014-2-16 14:36 - xiaofei1989 - 宏观经济学

On single-index coefficient regression models
1 个回复 - 792 次查看【作者(必填)】Xia Y, Li W K. 【文题(必填)】 On single-index coefficient regression models[J]. 【年份(必填)】Journal of the American Statistical Association, 1999, 94(448): 1275-1285. 【全文链 ...2013-12-17 18:35 - yang2009jing - 求助成功区

Estimation in partially linear single-index panel data models with fixed effects
1 个回复 - 732 次查看【作者(必填)】Jia Chen, Jiti Gao, Degui Li 【文题(必填)】Estimation in partially linear single-index panel data models with fixed effects 【年份(必填)】2013 【全文链接或数据库名称(选填)】http:/ ...2013-11-4 22:45 - xuqiuhua - 求助成功区

Penalized spline varying-coefficient single-index model
1 个回复 - 945 次查看【作者(必填)】Li J, Zhang R. 【文题(必填)】Penalized spline varying-coefficient single-index model[J]. 【年份(必填)】Communications in Statistics—Simulation and Computation®, 2010, 39(2) ...2013-9-22 13:43 - yang2009jing - 求助成功区

Variable selection for partially varying coefficient single-index model
2 个回复 - 963 次查看【作者(必填)】Feng S, Xue L. 【文题(必填)】Variable selection for partially varying coefficient single-index model. 【年份(必填)】Journal of Applied Statistics, 2013 (ahead-of-print): 1-16. 【 ...2013-9-5 15:09 - yang2009jing - 求助成功区

Forecasting Stock Index Realized Volatility with an Asymmetric HAR-FIGARCH Model
1 个回复 - 1223 次查看【作者(必填)】 Dimitrios P. Louzis Athens University of Economics and Business; Bank of Greece Spyros Xanthopoulos-Sisinis Athens University of Economics and Business - Department of Managemen ...2013-8-30 08:35 - 金融坦然 - 求助成功区

Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects
1 个回复 - 1197 次查看【作者(必填)】Chen J, Gao J, Li D. 【文题(必填)】 Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects Journal of Business & Economic Statistics, 2013 (just-accepted). ...2013-8-19 08:14 - yang2009jing - 求助成功区

Optimal smoothing in single-index models
1 个回复 - 728 次查看【作者(必填)】Härdle W, Hall P, Ichimura H. 【文题(必填)】Optimal smoothing in single-index models 【年份(必填)】The Annals of Statistics, 1993,21:157-178. 【全文链接或数据库名称(选填)】 ...2013-7-31 16:34 - yang2009jing - 求助成功区

Estimation and variable selection in partial linear single index models with
1 个回复 - 743 次查看【作者(必填)】Zhang J, Wang X, Yu Y, et al. 【文题(必填)】 Estimation and variable selection in partial linear single index models with error-prone linear covariates. Statistics, 2013 (ahead-of-pri ...2013-7-22 11:15 - yang2009jing - 求助成功区

Direct estimation of the index coefficient in a single-index model
1 个回复 - 685 次查看【作者(必填)】Hristache, M., Juditsky, A., Spokoiny, V. 【文题(必填)】Direct estimation of the index coefficient in a single-indeex model 【年份(必填)】2001.The Annals of Statistics 29:595–623. ...2013-7-3 20:26 - yang2009jing - 求助成功区

Smoothing Spline Estimation for Partially Linear Single-index Models
1 个回复 - 781 次查看【作者(必填)】Bartholomew Leunga, Heung Wonga, Riquan Zhangbc* & Shengtong Hanb 【文题(必填)】Smoothing[/backcolor] Spline Estimation for Partially Linear Single-index Models 【年份(必填)】Co ...2013-6-27 15:25 - yang2009jing - 求助成功区

Penalized spline estimation for partially linear single-index models
1 个回复 - 811 次查看【作者(必填)】Yu Y, Ruppert D. 【文题(必填)】 Penalized spline estimation for partially linear single-index models 【年份(必填)】Journal of the American Statistical Association, 2002, 97(460): ...2013-5-31 21:52 - yang2009jing - 求助成功区

Penalized spline estimation for partially linear single-index models
6 个回复 - 1579 次查看【作者(必填)】Yu, Y., & Ruppert, D. 【文题(必填)】Penalized spline estimation for partially linear single-index models 【年份(必填)】Journal of the American Statistical Association, 2002, 97, 10 ...2013-4-29 16:06 - yang2009jing - 求助成功区

Penalized spline estimation for partially linear single-index models
0 个回复 - 905 次查看【题名】：Penalized spline estimation for partially linear single-index models 【作者】：Yu, Y., & Ruppert, D. 【期刊名,年份,卷(期),页码】：Journal of the American Statistical Association, 97, 1042– ...2013-4-29 15:45 - yang2009jing - 计量经济学与统计软件

single index model 的估计
1 个回复 - 1721 次查看有什么经典的文献可以看看吗？2010-7-9 14:19 - statchao - 计量经济学与统计软件

Penalized Spline Estimation for Partially Linear Single-Index Models
1 个回复 - 781 次查看【作者(必填)】Yan Yu and David Ruppert 【文题(必填)】Penalized Spline Estimation for Partially Linear Single-Index Models[/backcolor] 【年份(必填)】2002 【全文链接或数据库名称(选填)】http:// ...2013-4-19 08:59 - gchlj20102 - 求助成功区

Estimation for a partial-linear single-index model
1 个回复 - 743 次查看【作者(必填)】Jane-Ling Wang, Liugen Xue, Lixing Zhu, and Yun Sam Chong 【文题(必填)】Estimation for a partial-linear single-index model 【年份(必填)】2010 【全文链接或数据库名称(选填)】http: ...2012-12-10 15:10 - guochaohui - 文献求助专区

Estimation for a partial-linear single-index model
1 个回复 - 841 次查看【作者(必填)】Jane-Ling Wang, Liugen Xue, Lixing Zhu, and Yun Sam Chong 【文题(必填)】Estimation for a partial-linear single-index model 【年份(必填)】2010 【全文链接或数据库名称(选填)】http:// ...2012-12-6 21:50 - guochaohui - 求助成功区

Estimation for a partial-linear single-index model
1 个回复 - 889 次查看【作者(必填)】Jane-Ling Wang, Liugen Xue, Lixing Zhu, and Yun Sam Chong 【文题(必填)】Estimation for a partial-linear single-index model 【年份(必填)】2010 【全文链接或数据库名称(选填)】http: ...2012-12-3 10:39 - guochaohui - 求助成功区

The EFM approach for single-index models
1 个回复 - 965 次查看【作者(必填)】Xia Cui[/backcolor], [/backcolor]Wolfgang Karl Härdle[/backcolor], and [/backcolor]Lixing Zhu[/backcolor] 【文题(必填)】The EFM approach for single-index models 【年份(必填)】 ...2012-12-1 19:00 - guochaohui - 求助成功区

Non-convexpenalizedestimation in high-dimensionalmodelswith single-indexstructur
1 个回复 - 839 次查看【作者(必填)】 [*]Tao Wang, [*]Pei-Rong Xu, [*]Li-Xing Zhu 【文题(必填)】Non[/backcolor]-convex[/backcolor]penalized[/backcolor]estimation[/backcolor] in high[/backcolor]-dimensional[/backc ...2012-12-1 16:27 - guochaohui - 求助成功区

CFI versus RMSEA: A comparison of two fit indexes for structural equation modeli
2 个回复 - 1388 次查看【作者(必填)】Edward E. Rigdona 【文题(必填)】CFI versus RMSEA: A comparison of two fit indexes for structural equation modeling 【年份(必填)】Available online: 03 Nov 2009 【全文链接或数据库 ...2012-2-24 10:27 - a20060770 - 求助成功区

HEDONIC PRICE INDEXES AND THE MATCHED Models Approach
2 个回复 - 3372 次查看 <P>此贴单列的原因：</P> <P>特征价格是微观经济学价格理论在异质化产品分析中应用的一个重要领域。该领域不同于一般的微观分析。在国外基于hedonic price 的分析也没有被并入微观经济学的主流。如果版 ...2005-5-4 18:44 - sunbobo - 微观经济学

提问关于Arbitrage theory 中multi-indexes models
1 个回复 - 13 次查看请问里面各项指标，各个variance,covariance,有更详细的解释么？或者，这整个部分有更详细的解释么？例如，这个是如何测量某一事件的影响，或者关联性的。 fundamental 的第8课视频2011-3-1 10:49 - zzyftpl - FRM学习群组

Modeling Temperature Dynamics for Aquaculture Index Insurance In Taiwan: A ...
0 个回复 - 193 次查看 2006-3-10 14:02 - 投资银行227 - Forum

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