Umlauf, Nikolaus; Adler, Daniel; Kneib, Thomas; Lang, Stefan - Institut für Finanzwissenschaft, Fakultät für … - 2012
Structured additive regression (STAR) models provide a flexible framework for modeling possible nonlinear effects of covariates: They contain the well established frameworks of generalized linear models (GLM) and generalized additive models (GAM) as special cases but also allow a wider class of...