2012
DOI: 10.1111/j.1467-9868.2011.01020.x
|View full text |Cite
|
Sign up to set email alerts
|

Probabilistic Index Models

Abstract: Summary. We present a semiparametric statistical model for the probabilistic index which can be defined as P .Y Y Å /, where Y and Y Å are independent random response variables associated with covariate patterns X and X Å respectively. A link function defines the relationship between the probabilistic index and a linear predictor. Asymptotic normality of the estimators and consistency of the covariance matrix estimator are established through semiparametric theory. The model is illustrated with several example… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
5

Citation Types

1
161
0

Year Published

2015
2015
2024
2024

Publication Types

Select...
5
2

Relationship

1
6

Authors

Journals

citations
Cited by 119 publications
(162 citation statements)
references
References 98 publications
1
161
0
Order By: Relevance
“…In this paper we situate a large class of rank tests within the semiparametric Probabilistic Index Model (PIM) framework of Thas et al (2012). This model can be seen as the rank-equivalent of the GLM, but not to be confused with the rank-transform approach of Conover and Iman (1981).…”
Section: Introductionmentioning
confidence: 99%
See 3 more Smart Citations
“…In this paper we situate a large class of rank tests within the semiparametric Probabilistic Index Model (PIM) framework of Thas et al (2012). This model can be seen as the rank-equivalent of the GLM, but not to be confused with the rank-transform approach of Conover and Iman (1981).…”
Section: Introductionmentioning
confidence: 99%
“…This probability is known as the probabilistic index (PI); see, for example Acion et al (2006); Thas et al (2012) and the references therein. The distributions F i and F j may depend on p-dimensional regressor patterns, say X i and X j .…”
Section: Introductionmentioning
confidence: 99%
See 2 more Smart Citations
“…To avoid strong (parametric) distributional assumptions, the alternatives are formulated using probabilities that pairs or triples of observations coming from different groups are in a specific order of magnitude. The interesting probabilities are called probabilistic indices (PI), see also Thas, De Neve, Clement, and Ottoy (2012). The test statistics are based on natural estimates of these PIs, that is, the corresponding two and several sample U-statistics.…”
Section: Introductionmentioning
confidence: 99%