Search Results - subject:"distributional regression"

A Markov-switching generalized additive model for compound Poisson processes, with applications to operational loss models

Hambuckers, J.; Kneib, Thomas; Langrock, Roland; … - In: Quantitative finance 18 (2018) 10, pp. 1679-1698

Persistent link: https://www.econbiz.de/10012259864

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

Misspecification testing in a class of conditional distributional models

Rothe, Christoph; Wied, Dominik - 2012

We propose a specification test for a wide range of parametric models for the conditional distribution function of an outcome variable given a vector of covariates. The test is based on the Cramer-von Mises distance between an unrestricted estimate of the joint distribution function of the data,...

Persistent link: https://www.econbiz.de/10010282420

Misspecification Testing in a Class of Conditional Distributional Models

Rothe, Christoph; Wied, Dominik - Institute for the Study of Labor (IZA) - 2012

Persistent link: https://www.econbiz.de/10009650610

The regression of an equitable market economy : analysing inequality in Germany from the bottom up using structured additive distributional regression

Sohn, Alexander - 2016

Persistent link: https://www.econbiz.de/10011790721