Fast robust SUR with economical and actuarial applications
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Publication:4970369
DOI10.1002/sam.11313MaRDI QIDQ4970369
Mia Hubert, Tim Verdonck, Özlem Yorulmaz
Publication date: 14 October 2020
Published in: Statistical Analysis and Data Mining: The ASA Data Science Journal (Search for Journal in Brave)
Full work available at URL: https://repository.uantwerpen.be/docman/irua/02ab4e/157283.pdf
outlier; seemingly unrelated regression; claims reserving; S-estimator; feasible generalized least squares