Sparse regression with multi-type regularized feature modeling
Sander Devriendt, Katrien Antonio, Tom Reynkens, Roel Verbelen
| Year of publication: |
2021
|
|---|---|
| Authors: | Devriendt, Sander ; Antonio, Katrien ; Reynkens, Tom ; Verbelen, Roel |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 96.2021, p. 248-261
|
| Subject: | Sparsity | Generalized linear model | Predictor selection | Level fusion | Lasso | Modeling | Insurance pricing | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2020.11.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012482890