Asymptotics for in-sample density forecasting
From MaRDI portal
Publication:2343957
DOI10.1214/14-AOS1288zbMath1312.62050arXiv1503.05033MaRDI QIDQ2343957
Publication date: 11 May 2015
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1503.05033
Related Items
Unnamed Item, Continuous chain-ladder with paid data, Smooth Backfitting of Proportional Hazards With Multiplicative Components, Estimation of a semiparametric multiplicative density model, Generalised additive dependency inflated models including aggregated covariates, A comparison of in-sample forecasting methods, Calendar effect and in-sample forecasting, Over-Dispersed Age-Period-Cohort Models
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- The existence and asymptotic properties of a backfitting projection algorithm under weak conditions
- Flexible generalized varying coefficient regression models
- Identification of the age-period-cohort model and the extended chain-ladder model
- Backfitting and smooth backfitting for additive quantile models
- A simple smooth backfitting method for additive models
- Estimation in additive models with highly or non-highly correlated covariates
- Fitting a bivariate additive model by local polynomial regression
- A bandwidth selector for local linear density estimators
- In-sample forecasting applied to reserving and mesothelioma mortality
- The critical exponent conjecture for powers of doubly nonnegative matrices
- Smooth backfitting in generalized additive models
- Bandwidth selection for smooth backfitting in additive models
- Generalised structured models
- Time-Varying Additive Models for Longitudinal Data
- Double Chain Ladder
- An Optimization Interpretation of Integration and Back-Fitting Estimators for Separable Nonparametric Models
- Multivariate Boundary Kernels from Local Linear Estimation
- Smooth Backfitting in Practice
- Age-Specific Incidence and Prevalence: A Statistical Perspective
- A kernel method of estimating structured nonparametric regression based on marginal integration
