Generalized additive model for location, scale and shape
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We propose a new framework of CatBoost that predicts the entire conditional distribution of a univariate response variable. In… Expand For numerous applications it is of interest to provide full probabilistic forecasts, which are able to assign probabilities to… Expand We extend Generalized Additive Models for Location, Scale, and Shape (GAMLSS) to regression with functional response. This allows… Expand Rigby & Stasinopoulos (2005) introduced generalized additive models for location, scale and shape (GAMLSS) where the response… Expand This study aims to model the nonlinear relationship between the daily amount of extreme rainfall and significant predictor… Expand We discuss scalar-on-function regression models where all parameters of the assumed response distribution can be modeled… Expand This paper presents the design of optimal Bonus-Malus Systems (BMS) using generalized additive models for location, scale and… Expand The Basel II framework strictly defines the conditions under which financial institutions are authorized to accept real estate as… Expand This paper documents the application of the Sichel (SI) generalized additive models for location, scale and shape (GAMLSS) for… Expand A general class of statistical models for a univariate response variable is presented which we call the generalized additive… Expand