Mayer, Michael; Bourassa, Steven C.; Hoesli, Martin; … - In: Journal of risk and financial management : JRFM 15 (2022) 5, pp. 1-24
practical applications that require greater interpretability. This problem can be resolved by certain structured additive … regression (STAR) models, which are a rich class of regression models that include the generalized linear model (GLM) and the …