This paper considers the estimation of coefficients in a linear regression model with missing observations in the independent variables and introduces a modification of the standard first order regression method for imputation of missing values. The modification provides stochastic values for...

The risk associated with the estimators of the family of feasible generalized double k-class estimators under the LINEX loss function is derived in a linear regression model. The disturbances are assumed to be non-spherical and their variance–covariance matrix is unknown. A simulation study is...

Model selection and model averaging are two important techniques to obtain practical and useful models in applied research. However, it is now well-known that many complex issues arise, especially in the context of model selection, when the stochastic nature of the selection process is ignored...

Predictive Modeling (PM) techniques are gaining importance in the worldwide health insurance business. Modern PM methods are used for customer relationship management, risk evaluation or medical management. This article illustrates a PM approach that enables the economic potential of...

type="main" xml:id="rssc12077-abs-0001" <title type="main">Summary</title> <p>Heavy long-lasting rainfall can trigger earthquake swarms. We are interested in the specific shape of lagged rain influence on the occurrence of earthquakes at different depths at Mount Hochstaufen, Bavaria. We present a novel penalty structure for...</p>