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A bootstrap stationarity test for predictive regression invalidity

Georgiev, Iliyan; Harvey, David I.; Leybourne, Stephen James - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 3, pp. 528-541

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Bayesian inference in high-dimensional time-varying parameter models using integrated rotated Gaussian approximations

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Time-varying sparsity in dynamic regression models

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Nonlife ratemaking and risk management with Bayesian additive models for location, scale and shape

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Generalized additive models for location, scale and shape define a flexible, semi-parametric class of regression models for analyzing insurance data in which the exponential family assumption for the response is relaxed. This approach allows the actuary to include risk factors not only in the...

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