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Risk factor models in clinical epidemiology are important for identifying individuals at high risk of poor health outcomes and for guiding intervention strategies to reduce risk. Such models are often based on generalised linear models (GLM) with a multiplicative risk, rate or odds assumption....
Persistent link: https://www.econbiz.de/10010871330
An ROC (Receiver Operating Characteristic) curve is a popular tool in the classification of two populations. The nonparametric additive model is used to construct a classifier which is estimated by maximizing the U-statistic type of empirical AUC (Area Under Curve). In particular, the sparsity...
Persistent link: https://www.econbiz.de/10010871456
We consider the estimation problem of conditional quantile when multi-dimensional covariates are involved. To overcome the “curse of dimensionality” yet retain model flexibility, we propose two partially linear models for conditional quantiles: partially linear single-index models (QPLSIM)...
Persistent link: https://www.econbiz.de/10011056482
Partially linear models are extended linear models where one covariate is nonparametric, which is a good balance between flexibility and parsimony. The partially linear stochastic model with heteroscedastic errors is considered, where the nonparametric part can act as a trend. The estimators of...
Persistent link: https://www.econbiz.de/10010871340
the ‘Winner takes all’ strategy. A Kernel-based formulation is presented in order to consider the non …
Persistent link: https://www.econbiz.de/10011117683
A novel smoothed empirical likelihood (EL) approach that incorporates kernel estimation of the area under the receiver …
Persistent link: https://www.econbiz.de/10011117709
robustness of any given classification algorithm against the sampling randomness. The effectiveness of the proposed approach is …
Persistent link: https://www.econbiz.de/10010595076
A mixed effects least squares support vector machine (LS-SVM) classifier is introduced to extend the standard LS-SVM … classifier for handling longitudinal data. The mixed effects LS-SVM model contains a random intercept and allows to classify …
Persistent link: https://www.econbiz.de/10010574434
In the field of classification, the support vector machine (SVM) pursues a large margin between two classes. The margin … between the expectile value and the asymmetric squared loss, an asymmetric least squares SVM (aLS-SVM) is proposed. The … proposed aLS-SVM can also be regarded as an extension to the LS-SVM and the L2-SVM. Theoretical analysis and numerical …
Persistent link: https://www.econbiz.de/10010719657
q∈(0,1). The standard SVM [Vapnik, V., 1995. The Nature of Statistical Learning Theory. Springer, NY.] minimizes the … hinge loss function subject to the L2-norm penalty. Recently, L1-norm SVM (L1-SVM) [Bradley, P., Mangasarian, O., 1998 … functions are non-convex. This paper addresses the difficult optimization problems of fractional-norm SVM by introducing a new …
Persistent link: https://www.econbiz.de/10011056518