Generalized Additive Models for Location, Scale and Shape (English, Mikis D. Stasinopoulos | Thomas Kneib | Nadja Klein)
by Mikis D. Stasinopoulos | Thomas Kneib | Nadja Klein
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About the Book
An emerging field in statistics, distributional regression facilitates the modelling of the complete conditional distribution, rather than just the mean. This book introduces generalized additive models for location, scale and shape (GAMLSS) - one of the most important classes of distributional regression. Taking a broad perspective, the authors consider penalized likelihood inference, Bayesian inference, and boosting as potential ways of estimat…
ISBN: 9781009410069
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