Assessing the importance of risk factors in distance-based generalized linear models

DOI10.1007/S11009-014-9415-6zbMATH Open1329.62195OpenAlexW1981532102MaRDI QIDQ905227FDOQ905227

Authors: Eva Boj, Teresa Costa, Josep Fortiana, Anna Esteve 

Publication date: 14 January 2016

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-014-9415-6

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zbMATH Keywords

nonlinear regressionactuarial sciencerisk factorsdistance analysesinfluence coefficients

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Generalized linear models (logistic models) (62J12) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Global and local distance-based generalized linear models
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• A better way to bootstrap pairs.
• Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap
• Distance-based local linear regression for functional predictors
• The Swedish automobile portfolio in 1977
• Selection of Predictors in Distance-Based Regression
• Interaction terms in distance-based regression
• Title not available (Why is that?)
• Some computational aspects of a distance—based model for prediction
• Nonlinear biplots

Cited In (4)

• Provisions for Outstanding Claims with Distance-Based Generalized Linear Models
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• Selection of Predictors in Distance-Based Regression

Uses Software

• R
• dbstats

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