The following pages link to Longitudinal and Panel Data (Q4830105):
Displayed 35 items.
- Comparing Malmquist and Hicks-Moorsteen productivity indices: exploring the impact of unbalanced vs. balanced panel data (Q297033) (← links)
- Generalized prediction intervals for BLUPs in mixed models (Q391823) (← links)
- P-splines quantile regression estimation in varying coefficient models (Q464449) (← links)
- Empirical investigation of insurance claim dependencies using mixture models (Q487617) (← links)
- Robust-efficient fitting of mixed linear models: methodology and theory (Q622434) (← links)
- Long-tail longitudinal modeling of insurance company expenses (Q661252) (← links)
- Heavy-tailed longitudinal data modeling using copulas (Q998301) (← links)
- Objective Bayesian inference for the intraclass correlation coefficient in linear models (Q1640969) (← links)
- On CUSUM test for dynamic panel models (Q2059108) (← links)
- Optimal data collection design in machine learning: the case of the fixed effects generalized least squares panel data model (Q2071307) (← links)
- The dimension-wise quadrature estimation of dynamic latent variable models for count data (Q2084070) (← links)
- Building panels from archives: the longitudinal representativity (Q2143982) (← links)
- A Lasso and a regression tree mixed-effect model with random effects for the level, the residual variance, and the autocorrelation (Q2152403) (← links)
- Optimal trade-off between sample size, precision of supervision, and selection probabilities for the unbalanced fixed effects panel data model (Q2156597) (← links)
- Partially linear single index models for repeated measurements (Q2252906) (← links)
- Semi-parametric Bayesian estimation of mixed-effects models using the multivariate skew-normal distribution (Q2259207) (← links)
- Multilevel model prediction (Q2260955) (← links)
- Omitted variables in multilevel models (Q2260984) (← links)
- Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective (Q2276207) (← links)
- Copula credibility for aggregate loss models (Q2492180) (← links)
- Multilevel modeling with correlated effects (Q2517890) (← links)
- A Semiparametric Change-Point Regression Model for Longitudinal Observations (Q4904738) (← links)
- “Toward a Unified Approach to Fitting Loss Models”, Stuart Klugman and Jacques Rioux, January 2006 (Q5018727) (← links)
- Predictive Modeling with Longitudinal Data (Q5019745) (← links)
- MULTI-STATE MODELLING OF CUSTOMER CHURN (Q5045334) (← links)
- JOINT MODEL PREDICTION AND APPLICATION TO INDIVIDUAL-LEVEL LOSS RESERVING (Q5067883) (← links)
- Can Automobile Insurance Telematics Predict the Risk of Near-Miss Events? (Q5108354) (← links)
- POISSON MODELS WITH DYNAMIC RANDOM EFFECTS AND NONNEGATIVE CREDIBILITIES PER PERIOD (Q5119569) (← links)
- Estimating DEA confidence intervals with statistical panel data analysis (Q5126994) (← links)
- Insurance Portfolio Risk Retention (Q5379241) (← links)
- Capital Allocation for a Sum of Dependent Compound Mixed Poisson Variables: A Recursive Algorithm Approach (Q5742901) (← links)
- Asymptotics and bootstrap for random-effects panel data transformation models (Q5862489) (← links)
- Objective Bayesian hypothesis testing and estimation for the intraclass model (Q5879954) (← links)
- Longitudinal business data construction and quality: Two different approaches (Q6067716) (← links)
- Measuring Individual Benefits of Medical Treatments Using Longitudinal Hospital Data with Non-Ignorable Missing Responses Caused by Patient Discharge: Application to the Study of Benefits of Pain Management Post Spinal Fusion (Q6107033) (← links)