Search Results - subject:"truncated data"

Micro-level prediction of outstanding claim counts based on novel mixture models and neural networks

Bücher, Axel; Rosenstock, Alexander - In: European Actuarial Journal 13 (2022) 1, pp. 55-90

Predicting the number of outstanding claims (IBNR) is a central problem in actuarial loss reserving. Classical approaches like the Chain Ladder method rely on aggregating the available data in form of loss triangles, thereby wasting potentially useful additional claims information. A new...

Persistent link: https://www.econbiz.de/10015202773

A general inferential framework for singly-truncated bivariate normal models with applications in economics

Liu, Yin; Tian, Guo-Liang; Zhang, Chi; Qin, Hong - 2024

Persistent link: https://www.econbiz.de/10015144094

Simplifying bias correction for selective sampling : a unified distribution-free approach to handling endogenously selected samples

Qian, Yi; Xie, Hui - In: Marketing science 41 (2022) 2, pp. 336-360

Persistent link: https://www.econbiz.de/10013363739

Does central bank transparency and communication affect financial and macroeconomic forecasts?

Lustenberger, Thomas; Rossi, Enzo - 2018

In a large sample of countries across different geographic regions and over a long period of time, we find limited country- and variable-specific effects of central bank transparency on forecast accuracy and their dispersion among a large set of professional forecasts of financial and...

Persistent link: https://www.econbiz.de/10011933021

Does central bank transparency and communication affect financial and macroeconomic forecasts?

Lustenberger, Thomas; Rossi, Enzo - 2018

Persistent link: https://www.econbiz.de/10011790688

Does central bank transparency and communication affect financial and macroeconomic forecasts?

Lustenberger, Thomas; Rossi, Enzo - 2017

Persistent link: https://www.econbiz.de/10011735810

Process capability analysis for manufacturing processes based on the truncated data from supplier products

Yang, Jun; Meng, Fanbing; Huang, Shuo; Cui, Yanhe - In: International journal of production research 58 (2020) 20, pp. 6235-6251

Persistent link: https://www.econbiz.de/10012315402

Local linear quantile regression with truncated and dependent data

Wang, Jiang-Feng; Ma, Wei-Min; Fan, Guo-Liang; Wen, Li-Min - In: Statistics & Probability Letters 96 (2015) C, pp. 232-240

In this paper, we construct a nonparametric regression quantile estimator by using the local linear fitting for left-truncated … data, and establish the Bahadur-type representation and asymptotic normality of the proposed estimator when the …

Persistent link: https://www.econbiz.de/10011115976

Bass model with integration constant and its applications on initial demand and left-truncated data

Kim, Taegu; Hong, Jungsik - In: Technological forecasting & social change : an … 95 (2015), pp. 120-134

Persistent link: https://www.econbiz.de/10011474572

A Bayesian semiparametric regression model for reliability data using effective age

Li, Li; Hanson, Timothy E. - In: Computational Statistics & Data Analysis 73 (2014) C, pp. 177-188

A new regression model for recurrent events from repairable systems is proposed. The effectiveness of each repair in Kijima models I and II is regressed on repair-specific covariates. By modeling effective age in a flexible way, the model allows a spectrum of heterogeneous repairs besides...

Persistent link: https://www.econbiz.de/10011056517