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Year of publication
Subject
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Mean square error estimation 4 Estimation theory 3 Schätztheorie 3 Claims reserving 2 Dependency modeling 2 Generalized estimating equations 2 Model selection criterion 2 Benchmarking 1 EU-SILC 1 Estimated-control calibration 1 Finite population 1 IM10 1 IM20 1 IM40 1 Linear estimator 1 M-quantile regression 1 Randomized response 1 Regression analysis 1 Regressionsanalyse 1 Robust statistics 1 Robustes Verfahren 1 Sampling frame coverage bias 1 Simulation 1 Statistics 1 Survey-estimated control totals 1 Unbiased optimal strategies 1 Variance estimators 1 Varying probability sampling 1 Wasserstein distance 1 affine estimator 1 benchmarking 1 distributionally robust optimization 1 mean square error estimation 1 minimum mean square error estimation 1 neutral shrinkage 1
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Online availability
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Undetermined 3 Free 1
Type of publication
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Article 5 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Thesis 1
Language
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English 4 Undetermined 2
Author
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Hudecová, Šárka 2 Pešta, Michal 2 Chaudhuri, A. 1 Dever, Jill A 1 Fabrizi, Enrico 1 Giusti, Caterina 1 Kuhn, Daniel 1 Mohajerin Esfahani, Peyman 1 Nguyen, Viet Anh 1 Salvati, Nicola 1 Shafieezadeh-Abadeh, Soroosh 1 Tzavidis, Nikos 1 Valliant, Richard 1
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Published in...
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Insurance 1 Insurance: Mathematics and Economics 1 Mathematics of operations research 1 Metrika 1 Papers in regional science : the journal of the Regional Science Association International 1
Source
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ECONIS (ZBW) 3 RePEc 2 BASE 1
Showing 1 - 6 of 6
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Bridging Bayesian and minimax mean square error estimation via Wasserstein distributionally robust optimization
Nguyen, Viet Anh; Shafieezadeh-Abadeh, Soroosh; Kuhn, Daniel - In: Mathematics of operations research 48 (2023) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10014312313
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Sampling Weight Calibration with Estimated Control Totals
Dever, Jill A - 2008
Sample weight calibration, also referred to as calibration estimation, is a widely applied technique in the analysis of survey data. This method borrows strength from a set of auxiliary variables and can produce weighted estimates with smaller mean square errors than those estimators that do not...
Persistent link: https://www.econbiz.de/10009450742
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Mapping average equivalized income using robust small area methods
Fabrizi, Enrico; Giusti, Caterina; Salvati, Nicola; … - In: Papers in regional science : the journal of the … 93 (2014) 3, pp. 685-701
Persistent link: https://www.econbiz.de/10010479074
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Modeling dependencies in claims reserving with GEE
Hudecová, Šárka; Pešta, Michal - In: Insurance 53 (2013) 3, pp. 786-794
Persistent link: https://www.econbiz.de/10010227828
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Modeling dependencies in claims reserving with GEE
Hudecová, Šárka; Pešta, Michal - In: Insurance: Mathematics and Economics 53 (2013) 3, pp. 786-794
A common approach to the claims reserving problem is based on generalized linear models (GLM), where the claims in different origin and development years are assumed to be independent variables. If this is violated, the classical techniques may provide incorrect predictions of the claims...
Persistent link: https://www.econbiz.de/10011046616
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Randomized response: Estimating mean square errors of linear estimators and finding optimal unbiased strategies
Chaudhuri, A. - In: Metrika 39 (1992) 1, pp. 341-357
Persistent link: https://www.econbiz.de/10005598640
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