Search Results - subject:"Generalized Additive Model"

Simultaneous Confidence Corridors and Variable Selection for Generalized Additive Models

Zheng, Shuzhuan; Liu, Rong; Yang, Lijian; Härdle, … - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2014

In spite of the widespread use of generalized additive models (GAMs), there is no well established methodology for simultaneous inference and variable selection for the components of GAM. There is no doubt that both, inference on the marginal component functions and their selection, are...

Persistent link: https://www.econbiz.de/10010734526

Simultaneous confidence corridors and variable selection for generalized additive models

Zheng, Shuzhuan; Liu, Rong; Yang, Lijian; Härdle, Wolfgang - 2014

Persistent link: https://www.econbiz.de/10010230559

An alternative to the standard spatial econometric approaches in hedonic house price models

Veie, Kathrine Lausted; Panduro, Toke Emil - 2013

of current standard spatial approaches and demonstrate, both empirically and theoretically the generalized additive model … as an alternative. The generalized additive model is compared with the spatial error model and the ﬁxed effects model. We … ﬁnd the generalized additive model to be a solid alternative to the standard approaches, having less restrictive …

Persistent link: https://www.econbiz.de/10012101010

An alternative to the standard spatial econometric approaches in hedonic house price models

Veie, Kathrine Lausted; Panduro, Toke Emil - Institut for Fødevare- og Ressourceøkonomi, … - 2013

Persistent link: https://www.econbiz.de/10010703364

Assessing the nonlinearity of the calorie-income relationship : an estimation strategy : with new insights on nutritional transition in Vietnam

Huong Trinh Thi; Simioni, Michel; Thomas-Agnan, Christine - In: World development : the multi-disciplinary … 110 (2018), pp. 192-204

Persistent link: https://www.econbiz.de/10011981269

Vulnerability to poverty revisited : flexible modeling and better predictive performance

Hohberg, Maike; Landau, Katja; Kneib, Thomas; Klasen, … - In: Journal of economic inequality 16 (2018) 3, pp. 439-454

Persistent link: https://www.econbiz.de/10012055109

Estimating bank loans loss given default by generalized additive models

Calabrese, Raffaella - Geary Institute, University College Dublin - 2012

With the implementation of the Basel II accord, the development of accurate loss given default models is becoming increasingly important. The main objective of this paper is to propose a new model to estimate Loss Given Default (LGD) for bank loans by applying generalized additive models. Our...

Persistent link: https://www.econbiz.de/10010907458

Estimating bank loans loss given default by generalized additive models

Calabrese, Raffaella - 2012

Persistent link: https://www.econbiz.de/10009755842

The threshold effects of household indebtedness on multidimensional poverty

Ntsalaze, Lungile; Ikhide, Sylvanus - In: International Journal of Social Economics 44 (2017) 11, pp. 1471-1488

. Design/methodology/approach The paper applies a generalized additive model (GAM) using regression splines on National Income …

Persistent link: https://www.econbiz.de/10014807181

The threshold effects of household indebtedness on multidimensional poverty

Ntsalaze, Lungile; Ikhide, Sylvanus I. - In: International journal of social economics 44 (2017) 1, pp. 1471-1488

Persistent link: https://www.econbiz.de/10011765074