Dynamic credibility with outliers and missing observations (Q1920974)
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scientific article; zbMATH DE number 913903
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Dynamic credibility with outliers and missing observations |
scientific article; zbMATH DE number 913903 |
Statements
Dynamic credibility with outliers and missing observations (English)
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9 February 1997
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robust Kalman filter
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time series
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risk
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\(M\)-estimation
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credibility models
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outliers
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missing observations
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shrinkage
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0.794159471988678
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0.7937122583389282
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0.778205931186676
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0.7712193727493286
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0.7639020085334778
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