Distributional regression for data analysis

N Klein - Annual Review of Statistics and Its Application, 2024 - annualreviews.org
Flexible modeling of how an entire distribution changes with covariates is an important yet
challenging generalization of mean-based regression that has seen growing interest over …

Rage against the mean–a review of distributional regression approaches

T Kneib, A Silbersdorff, B Säfken - Econometrics and Statistics, 2023 - Elsevier
Distributional regression models that overcome the traditional focus on relating the
conditional mean of the response to explanatory variables and instead target either the …

Smoothing parameter and model selection for general smooth models

SN Wood, N Pya, B Säfken - Journal of the American Statistical …, 2016 - Taylor & Francis
This article discusses a general framework for smoothing parameter estimation for models
with regular likelihoods constructed in terms of unknown smooth functions of covariates …

[BOOK][B] Flexible regression and smoothing: using GAMLSS in R

MD Stasinopoulos, RA Rigby, GZ Heller, V Voudouris… - 2017 - books.google.com
This book is about learning from data using the Generalized Additive Models for Location,
Scale and Shape (GAMLSS). GAMLSS extends the Generalized Linear Models (GLMs) and …

Inference and computation with generalized additive models and their extensions

SN Wood - Test, 2020 - Springer
Regression models in which a response variable is related to smooth functions of some
predictor variables are popular as a result of their appealing balance between flexibility and …

A review of predictive uncertainty estimation with machine learning

H Tyralis, G Papacharalampous - Artificial Intelligence Review, 2024 - Springer
Predictions and forecasts of machine learning models should take the form of probability
distributions, aiming to increase the quantity of information communicated to end users …

Bayesian structured additive distributional regression with an application to regional income inequality in Germany

N Klein, T Kneib, S Lang, A Sohn - 2015 - projecteuclid.org
Bayesian structured additive distributional regression with an application to regional income
inequality in Germany Page 1 The Annals of Applied Statistics 2015, Vol. 9, No. 2, 1024–1052 …

BAMLSS: Bayesian additive models for location, scale, and shape (and beyond)

N Umlauf, N Klein, A Zeileis - Journal of Computational and …, 2018 - Taylor & Francis
Bayesian analysis provides a convenient setting for the estimation of complex generalized
additive regression models (GAMs). Since computational power has tremendously …

[BOOK][B] Regressionsmodelle

L Fahrmeir, T Kneib, S Lang - 2007 - Springer
Alle im vorigen Kapitel beschriebenen Problemstellungen besitzen eine wesentliche
Gemeinsamkeit: Eigenschaften einer Zielvariablen y sollen in Abhängigkeit von Kovariablen …

Bivariate copula additive models for location, scale and shape

G Marra, R Radice - Computational Statistics & Data Analysis, 2017 - Elsevier
In generalized additive models for location, scale and shape (GAMLSS), the response
distribution is not restricted to belong to the exponential family and all the model's …