In this paper we construct simultaneous confidence bands for a smooth curve using penalized spline estimators. We consider three types of estimation methods: (i) as a standard (fixed effect) nonparametric model, (ii) using the mixed model framework with the spline coefficients as random effects...

This paper analyzes several modifications to improve a simple measure of vulnerability as expected poverty. Firstly, in order to model income, we apply distributional regression relating potentially each parameter of the conditional income distribution to the covariates. Secondly, we determine...

For numerous applications it is of interest to provide full probabilistic forecasts, which are able to assign probabilities to each predicted outcome. Therefore, attention is shifting constantly from conditional mean models to probabilistic distributional models capturing location, scale, shape...

Quantile regression provides a convenient framework for analyzing the impact of covariates on the complete conditional distribution of a response variable instead of only the mean. While frequentist treatments of quantile regression are typically completely nonparametric, a Bayesian formulation...

Empirical studies on farmland rental rates have predominantly concentrated on modelling conditional means using spatial autoregressive models, where a linear functional form between the response and the covariates is usually assumed. However, if it is in fact non-linear, misspecifying the...