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Persistent link: https://www.econbiz.de/10011033966
type="main" xml:id="rssb12017-abs-0001" <title type="main">Summary</title> <p>The ultimate goal of regression analysis is to obtain information about the conditional distribution of a response given a set of explanatory variables. This goal is, however, seldom achieved because most established regression models estimate only...</p>
Persistent link: https://www.econbiz.de/10011036383
Quantile regression has emerged as one of the standard tools for regression analysis that enables a proper assessment of the complete conditional distribution of responses even in the presence of heteroscedastic errors. Quantile regression estimates are obtained by minimising an asymmetrically...
Persistent link: https://www.econbiz.de/10010574456
Bayesian methods have become increasingly popular in the past two decades. With the constant rise of computational power even very complex models can be estimated on virtually any modern computer. Moreover, interest has shifted from conditional mean models to probabilistic distributional models...
Persistent link: https://www.econbiz.de/10011869134
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...
Persistent link: https://www.econbiz.de/10011930753
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...
Persistent link: https://www.econbiz.de/10010753201
An implementation of locally adaptive penalized spline smoothing using a class of heavy-tailed shrinkage priors for the estimation of functional forms with highly varying curvature or discontinuities is presented. These priors utilize scale mixtures of normals with locally varying...
Persistent link: https://www.econbiz.de/10005005968
There has been much recent interest in Bayesian inference for generalized additive and related models. The increasing popularity of Bayesian methods for these and other model classes is mainly caused by the introduction of Markov chain Monte Carlo (MCMC) simulation techniques which allow...
Persistent link: https://www.econbiz.de/10005101538
The third special volume in the "Foometrics in R" series of the Journal of Statistical Software collects a number of contributions describing statistical methodology and corresponding implementations related to ecology and ecological modelling. The scope of the papers ranges from theoretical...
Persistent link: https://www.econbiz.de/10005028149
Persistent link: https://www.econbiz.de/10005598069