Distributional (Single) Index Models

Alexander Henzi,Gian Reto Kleger,Johanna F. Ziegel

Distributional (Single) Index Models

2021

Alexander Henzi
Gian Reto Kleger
Johanna F. Ziegel

A Distributional (Single) Index Model (DIM) is a semi-parametric model for distributional regression, that is, estimation of conditional distributions given covariates. The method is a combination ...

Keywords:

Statistics
Estimation
Single-index model
index
Mathematics
Covariate
Conditional probability distribution
Regression

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