Bayesian Structured Additive Distributional Regression
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- Nadja Klein & Thomas Kneib & Stefan Lang, 2013. "Bayesian generalized additive models for location, scale and shape for zero-inflated and overdispersed count data," Working Papers 2013-12, Faculty of Economics and Statistics, Universität Innsbruck.
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- Klein, Nadja & Denuit, Michel & Lang, Stefan & Kneib, Thomas, 2014. "Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape," Insurance: Mathematics and Economics, Elsevier, vol. 55(C), pages 225-249.
- Klein, Nadja & Denuit, Michel & Lang, Stefan & Kneib, Thomas, 2013. "Nonlife Ratemaking and Risk Management with Bayesian Additive Models for Location, Scale and Shape," LIDAM Discussion Papers ISBA 2013045, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Nadja Klein & Michel Denuit & Stefan Lang & Thomas Kneib, 2013. "Nonlife Ratemaking and Risk Management with Bayesian Additive Models for Location, Scale and Shape," Working Papers 2013-24, Faculty of Economics and Statistics, Universität Innsbruck.
- Alexander Sohn & Nadja Klein & Thomas Kneib, 2014.
"A New Semiparametric Approach to Analysing Conditional Income Distributions,"
SOEPpapers on Multidisciplinary Panel Data Research
676, DIW Berlin, The German Socio-Economic Panel (SOEP).
- Sohn, Alexander & Klein, Nadja & Kneib, Thomas, 2014. "A new semiparametric approach to analysing conditional income distributions," University of Göttingen Working Papers in Economics 192, University of Goettingen, Department of Economics.
- Alexander März & Nadja Klein & Thomas Kneib & Oliver Musshoff, 2016.
"Analysing farmland rental rates using Bayesian geoadditive quantile regression,"
European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 43(4), pages 663-698.
- März, Alexander & Klein, Nadja & Kneib, Thomas & Musshoff, Oliver, 2014. "Analysing farmland rental rates using Bayesian geoadditive quantile regression," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182752, European Association of Agricultural Economists.
- März, Alexander & Klein, Nadja & Kneib, Thomas & Mußhoff, Oliver, 2014. "Analysing farmland rental rates using Bayesian geoadditive quantile regression," DARE Discussion Papers 1403, Georg-August University of Göttingen, Department of Agricultural Economics and Rural Development (DARE).
- Alexander Razen & Wolfgang Brunauer & Nadja Klein & Thomas Kneib & Stefan Lang & Nikolaus Umlauf, 2014. "Statistical Risk Analysis for Real Estate Collateral Valuation using Bayesian Distributional and Quantile Regression," Working Papers 2014-12, Faculty of Economics and Statistics, Universität Innsbruck.
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- Klein, Nadja & Denuit, Michel & Lang, Stefan & Kneib, Thomas, 2014. "Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape," Insurance: Mathematics and Economics, Elsevier, vol. 55(C), pages 225-249.
- Klein, Nadja & Denuit, Michel & Lang, Stefan & Kneib, Thomas, 2013. "Nonlife Ratemaking and Risk Management with Bayesian Additive Models for Location, Scale and Shape," LIDAM Discussion Papers ISBA 2013045, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
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Keywords
generalised additive models for location scale and shape; iteratively weighted least squares proposal; Markov chain Monte Carlo simulation; penalised splines; semiparametric regression;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2013-10-11 (Econometrics)
- NEP-ORE-2013-10-11 (Operations Research)
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