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  • Search: person:"MARIA-DOLORES, MARTÍNEZ"
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Year of publication
Subject
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Forecasting model 3 Prognoseverfahren 3 Theorie 3 Theory 3 Core 2 Estimation theory 2 Nichtparametrisches Verfahren 2 Nonparametric statistics 2 Schätztheorie 2 Age-period-cohort model 1 Backfitting 1 Börsenkurs 1 Capital income 1 Chain ladder 1 Continuous chain ladder 1 Dimension reduction 1 E-commerce 1 E-commerce/Modelos 1 Estimation 1 Forecasting 1 Kapitaleinkommen 1 Kernel density estimation 1 Kernel smoothing 1 Lieferantenmanagement 1 Lieferkette 1 Logistic Regression 1 Modelling 1 Moral Hazard 1 Moral hazard 1 Mortality 1 Multiplicative 1 Non-parametric 1 Nonparametric density estimation 1 Non‑linear prediction 1 Regresión Logística 1 Regression analysis 1 Regressionsanalyse 1 Reserve risk 1 Schätzung 1 Share price 1
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Online availability
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Free 6 Undetermined 3 CC license 1
Type of publication
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Article 8 Book / Working Paper 5
Type of publication (narrower categories)
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Article in journal 5 Aufsatz in Zeitschrift 5
Language
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English 7 Undetermined 6
Author
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Nielsen, Jens Perch 10 Mammen, Enno 5 Martinez Miranda, Maria Dolores 4 Martinez-Miranda, Maria Dolores 3 Nielsen, Bent 3 Sperlich, Stefan 3 Gamiz, Maria Luz 2 Miranda, María Dolores Martínez 2 FRANCISCO, JUAN 1 GARCÍA, BERNAL 1 GARCÍA, SÁNCHEZ 1 JESÚS, JUAN 1 MARIA-DOLORES, MARTÍNEZ 1 MARÍA, SOLEDAD 1 Marchese, Malvina 1 Martínez Miranda, María Dolores 1 Martínez-Miranda, Maria Dolores 1 Miranda, Maria Dolores Martinez 1 Montoya, Antonio Jesús 1 Perch Nielsen, Jens 1 Raya-Miranda, Rocio 1 Scholz, Michael 1 Verrall, Richard 1 Vogt, Michael 1
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Institution
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Department of Economics, Oxford University 1 Economics Group, Nuffield College, University of Oxford 1
Published in...
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Insurance 2 Journal of the American Statistical Association : JASA 2 Economics Papers / Economics Group, Nuffield College, University of Oxford 1 Economics Series Working Papers / Department of Economics, Oxford University 1 Estudios de Economía Aplicada 1 Financial innovation : FIN 1 Journal of the Royal Statistical Society Series A 1 North American actuarial journal 1
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Source
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ECONIS (ZBW) 8 RePEc 4 OLC EcoSci 1
Showing 1 - 10 of 13
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Robustifying and simplifying high-dimensional regression with applications to yearly stock return and telematics data
Marchese, Malvina; Martinez Miranda, Maria Dolores; … - In: Financial innovation : FIN 10 (2024), pp. 1-16
The availability of many variables with predictive power makes their selection in a regression context difficult. This study considers robust and understandable low-dimensional estimators as building blocks to improve overall predictive power by optimally combining these building blocks. Our new...
Persistent link: https://www.econbiz.de/10015361553
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Calendar effect and in-sample forecasting
Mammen, Enno; Martinez Miranda, Maria Dolores; Nielsen, … - In: Insurance 96 (2021), pp. 31-52
Persistent link: https://www.econbiz.de/10012482744
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In-sample forecasting applied to reserving and mesothelioma mortality
Mammen, Enno; Martinez Miranda, Maria Dolores; Nielsen, … - In: Insurance 61 (2015), pp. 76-86
Persistent link: https://www.econbiz.de/10010515924
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Inference and forecasting in the age-period-cohort model with unknown exposure with an application to mesothelioma mortality
Miranda, María Dolores Martínez; Nielsen, Bent; … - Economics Group, Nuffield College, University of Oxford - 2013
It is of considerable interest to forecast future mesothelioma mortality. No measures for exposure are available so it is not straight forward to apply a doseresponse model. It is proposed to model the counts of deaths directly using a Poisson regression with an age-period-cohort structure, but...
Persistent link: https://www.econbiz.de/10010823428
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Inference and forecasting in the age-period-cohort model with unknown exposure with an application to mesothelioma mortality
Nielsen, Bent; Miranda, Maria Dolores Martinez; … - Department of Economics, Oxford University - 2013
It is of considerable interest to forecast future mesothelioma mortality.  No measures for exposure are available so it is not straight forward to apply a dose-response model.  It is proposed to model the counts of deaths directly using a Poisson regression with an age-period-cohort structure,...
Persistent link: https://www.econbiz.de/10011004450
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Scale and Space Inference of NHPP Intensities
Gamiz, Maria Luz - 2016
In this paper we develop the graphical exploratory tool Sizer Map for the intensity function of a nonhomogeneous Poisson process. SiZer Map is defined considering nonparametric local linear kernel estimators for the intensity function and its first derivative, where the bandwidth parameter is...
Persistent link: https://www.econbiz.de/10012979037
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Inference and forecasting in the age–period–cohort model with unknown exposure with an application to mesothelioma mortality
Miranda, María Dolores Martínez; Nielsen, Bent; … - In: Journal of the Royal Statistical Society Series A 178 (2015) 1, pp. 29-55
type="main" xml:id="rssa12051-abs-0001" <title type="main">Summary</title> <p>It is of considerable interest to forecast future mesothelioma mortality. No measures for exposure are available so it is not straightforward to apply a dose–response model. It is proposed to model the counts of deaths directly by using a Poisson...</p>
Persistent link: https://www.econbiz.de/10011148453
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Do-validation for Kernel density estimation
Mammen, Enno; Martinez Miranda, Maria Dolores; Nielsen, … - In: Journal of the American Statistical Association : JASA 106 (2011) 494, pp. 651-660
Persistent link: https://www.econbiz.de/10009267539
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Do-Validating Local Linear Hazards
Gamiz, Maria Luz - 2014
This paper brings together the theory and practice of local linear kernel hazard estimation. Bandwidth selection is fully analysed, including Do-validation that is shown to have good practical and theoretical properties. Insight is provided into the choice of the weighting function in the local...
Persistent link: https://www.econbiz.de/10013046367
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One Sided Cross Validation for Density Estimation with an Application to Operational Risk
Martinez-Miranda, Maria Dolores - 2014
We introduce one-sided cross-validation to nonparametric kernel density estimation. The method is more stable than classical cross-validation and it has a better overall performance comparable to what we see in plug-in methods. One-sided cross-validation is a more direct date driven method than...
Persistent link: https://www.econbiz.de/10012709562
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