Search Results - subject:"Generalized Linear Models"

Calculation of solvency capital requirements for non-life underwriting risk using generalized linear models

Valecký, Jiří - In: Prague economic papers : a bimonthly journal of … 26 (2017) 4, pp. 450-466

Persistent link: https://www.econbiz.de/10011723946

Andrade e Silva, J. M.; De Lourdes Centeno, M. - In: Astin bulletin : the journal of the International … 47 (2017) 3, pp. 875-894

Persistent link: https://www.econbiz.de/10011763665

Robust bootstrap procedures for the chain-ladder method

Peremans, Kris; Segaert, Pieter; Van Aelst, Stefan; … - In: Scandinavian actuarial journal (2017) 10, pp. 870-897

Persistent link: https://www.econbiz.de/10011848709

Dynamic bayesian forecasting models of football match outcomes with estimation of the evolution variance parameter

Owen, Alun - 2011

generalized linear models, which are non-dynamic in the sense that the parameters in the model, which often represent the … underlying abilities of each team, are assumed to remain constant over time. Dynamic generalized linear models (DGLMs) on the …

Persistent link: https://www.econbiz.de/10009461351

GLM estimation of trade gravity models with fixed effects

Egger, Peter; Staub, Kevin E. - In: Empirical economics : a journal of the Institute for … 50 (2016) 1, pp. 137-175

Persistent link: https://www.econbiz.de/10011452154

Are religious minorities deprived of public good provisions? : regional evidence from India

Pranab Kumar Das; Kar, Saibal - In: The journal of developing areas 50 (2016) 1, pp. 351-372

Persistent link: https://www.econbiz.de/10011576906

Bernoulli Regression Models: Revisiting the specification of statistical models with binary dependent variables

Bergtold, Jason S.; Spanos, Aris; Onukwugha, Eberechukwu - In: Journal of Choice Modelling 3 (2010) 2, pp. 1-28

The problem of statistical model specification was initially raised by R.A. Fisher who understood it as an informed selection whose adequacy is testable a posteriori. This, however, raised the problem of how to blend substantive subject matter with statistical information in empirical modeling,...

Persistent link: https://www.econbiz.de/10010289602

The Dantzig selector in Cox's proportional hazards model

Antoniadis, Anestis; Fryzlewicz, Piotr; Letué, Frédérique - London School of Economics (LSE) - 2010

The Dantzig selector (DS) is a recent approach of estimation in high-dimensional linear regression models with a large number of explanatory variables and a relatively small number of observations. As in the least absolute shrinkage and selection operator (LASSO), this approach sets certain...

Persistent link: https://www.econbiz.de/10010745019

Interventions in ingarch processes

Fokianos, Konstantions; Fried, Roland - 2009

We study the problem of intervention effects generating various types of outliers in a linear count time series model. This model belongs to the class of observation driven models and extends the class of Gaussian linear time series models within the exponential family framework. Studies about...

Persistent link: https://www.econbiz.de/10010316418

Poisson Autoregression

Fokianos, Konstantinos; Rahbek, Anders; Tjøstheim, Dag - School of Economics and Management, University of Aarhus - 2009

concerned. Keywords: asymptotic theory, count data, generalized linear models, geometric ergodicity, integer GARCH, likelihood …) by (2). Model (1) (or its rephrasing (2)) is related to the theory of generalized linear models for time series, see … comprehensive reviews. Such models have not been considered in the literature earlier in the context of generalized linear models …

Persistent link: https://www.econbiz.de/10005198856