Single index models are frequently used in econometrics and biometrics. Logit and Probit models are special cases with … ; kernel estimate ; single index model ; specification test …

This paper presents a general theory that works out the relation between coherent risk measures, valuation bounds, and … theory presented seems to fill a gap between arbitrage valuation on the one hand and single agent utility maximization or … full-fledged equilibrium theory on the other hand. "Coherent" valuation bounds strike a balance in that the bounds can be …

There are three major points to this article: 1. Measurement error causes biases in regression fits. The line one would … exposure with error. 2. The effects of measurement error vary from study-to-study. It is dangerous to take measurement error … corrections derived from one study and apply them to data from entirely different studies or populations. 3. Measurement error can …

In a single index Poisson regression model with unknown link function, the index parameter can be root-n consistently … of the asymptotic behavior of the pseudo maximum likelihood index estimator and of some associated cross … bootstrap for estimating the variance of the index estimator and a variant of bagging for numerically stabilizing its variance …