Generalized linear models (GLMs) allow for a wide range of statistical models for regression data. In particular, the logistic model is usually applied for binomial observations. Canonical links for GLM's such as the logit link in the binomial case, are often used because in this case minimal suucient statistics for the regression parameter exist which allow for simple interpretation of the res...

This paper is concerned with estimating the mean of a random variable Y conditional on a vector of covariates X under weak assumptions about the form of the conditional mean function. Fully nonparametric estimation is usually unattractive when X is multidimensional because estimation precision decreases rapidly as the dimension of X increases. This problem can be overcome by using dimension red...

We describe the Generalized Additive Family which covers Generalized Linear Model, Generalized Additive Model, Neural Network and Boosting and more. We outline the theoretical features of each member, along with the corresponding implications on actuarial applications. A complete procedure that details the data-scrubbing, preliminary data diagnosis, variable selection, model selection and model...

This paper analyses how outliers affect the identification of conditional heteroscedasticity and the estimation of generalized autoregressive conditionally heteroscedastic (GARCH) models. First, we derive the asymptotic biases of the sample autocorrelations of squared observations generated by stationary processes and show that the properties of some conditional homoscedasticity tests can be di...

a two dimensional generalized thermoelastic problem of a thick circular plate of finite thickness and infinite extent subjected to continuous axisymmetric heat supply and an internal heat generation is studied within the context of generalized thermoelasticity. unified system of equations for classical coupled thermoelasticity, lord-shulman and green-lindsay theory is considered. an exact solut...

abstract exchange rate volatility is one of the effective and ambiguous factors in agricultural products export. regarding the importance of agricultural trade, to avoid single-product economy, the main aim of this study is to investigate the impact of exchange rate volatility on the pistachio export of iran during 1338-1386. for this purpose, exchange rate volatility index was estimated using ...

This paper deals with a study to gain a better understanding about traffic accident phenomena in Bandung City, the capital of West Java. The principal concern, which is very important for traffic management, is on the following traffic accident parameters; daily accident rate, daily accidenthazard-level, probability of daily fatal accidents and daily fatal victim rates. This study includes data...

Generalized estimating equations (GEE) fit parameters based on sums of weighted residuals, which may be applied for example to the Poisson distribution. We discuss Generalized Poisson (GP) response data. This distribution has a more flexible variance function than the Poisson distribution and has an additional dispersion parameter. To fit this parameter, second level estimating equations based ...