In this paper, we propose a generic Bayesian framework for inference in distributional regression models in which each parameter of a potentially complex response distribution and not only the mean is related to a structured additive predictor. The latter is composed additively of a variety of...

In this paper, we propose a unified Bayesian approach for multivariate structured additive distributional regression analysis where inference is applicable to a huge class of multivariate response distributions, comprising continuous, discrete and latent models, and where each parameter of these...

The choice of generalized linear mixed models is difficult, because it involves the selection of both fixed and random effects. Classical criteria like Akaike’s information criterion (AIC) are often not suitable for the latter task, and others which are useful in linear mixed models are...

The performance of predictions models can be assessed using a variety of methods and metrics. Several new measures have recently been proposed that can be seen as refinements of discrimination measures, including variants of the AUC (Area Under the ROC curve), such as the H index. It is widely...

To evaluate density forecasts, the applied scoring rule is often arbitrarily chosen. The selection of the scoring rule strongly influences the ranking of forecasts. This paper identifies overconfidence as the main driver for scoring differences. A novel approach to measure overconfidence is...