Showing 1 - 3 of 3
Persistent link: https://www.econbiz.de/10009630545
We derive some decision rules to select best predictive regression models in a credibility context, that is, in a 'random effects' linear regression model with replicates. In contrast to usual model selection techniques on a collective level, our proposal allows to detect individual structures,...
Persistent link: https://www.econbiz.de/10005847158
Persistent link: https://www.econbiz.de/10003993217