Distributional (Single) Index Models

DOI10.1080/01621459.2021.1938582zbMath1514.62235arXiv2006.09219OpenAlexW3166845069MaRDI QIDQ6107224

Alexander Henzi, Johanna F. Ziegel, Unnamed Author

Publication date: 3 July 2023

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.09219

zbMATH Keywords

probabilistic forecastsingle-index modeldistributional regressionintensive care unit length of staystochastic ordering constraint

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of statistics to biology and medical sciences; meta analysis (62P10) Order statistics; empirical distribution functions (62G30) Probability distributions: general theory (60E05)

Related Items (3)

Isotonic recalibration under a low signal-to-noise ratio ⋮ Easy Uncertainty Quantification (EasyUQ): Generating Predictive Distributions from Single-Valued Model Output ⋮ Consistent Estimation of Distribution Functions under Increasing Concave and Convex Stochastic Ordering

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• BAMLSS: Bayesian Additive Models for Location, Scale, and Shape (and Beyond)
• M-estimators for single-index model using B-spline
• Generalized random forests
• Bayesian structured additive distributional regression with an application to regional income inequality in Germany
• Stochastic orders
• Gradient boosting for distributional regression: faster tuning and improved variable selection via noncyclical updates
• Distributional regression forests for probabilistic precipitation forecasting in complex terrain
• Monotone least squares and isotonic quantiles
• Least squares estimation in the monotone single index model
• Optimal smoothing in single-index models
• On the single-index model estimate of the conditional density function: consistency and implementation
• Approximating conditional distribution functions using dimension reduction
• Accelerating the pool-adjacent-violators algorithm for isotonic distributional regression
• Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes
• Quantile and Probability Curves Without Crossing
• Non-Crossing Non-Parametric Estimates of Quantile Curves
• Scoring Rules for Continuous Probability Distributions
• Generalized Partially Linear Single-Index Models
• Methods for Estimating a Conditional Distribution Function
• Studying the relationship between a woman's reproductive lifespan and age at menarche using a Bayesian multivariate structured additive distributional regression model
• Strictly Proper Scoring Rules, Prediction, and Estimation
• Score estimation in the monotone single‐index model
• Inference on Counterfactual Distributions
• Bayesian Density Regression
• Probabilistic Forecasts, Calibration and Sharpness
• Conditional Transformation Models
• Generalized Additive Models for Location, Scale and Shape
• On estimating conditional quantiles and distribution functions.

This page was built for publication: Distributional (Single) Index Models