Bayesian Structured Additive Distributional Regression
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- Alexander März & Nadja Klein & Thomas Kneib & Oliver Musshoff, 2016.
"Analysing farmland rental rates using Bayesian geoadditive quantile regression,"
European Review of Agricultural Economics,
Foundation for the European Review of Agricultural Economics, vol. 43(4), pages 663-698.
- März, Alexander & Klein, Nadja & Kneib, Thomas & Musshoff, Oliver, 2014. "Analysing farmland rental rates using Bayesian geoadditive quantile regression," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182752, European Association of Agricultural Economists.
- März, Alexander & Klein, Nadja & Kneib, Thomas & Mußhoff, Oliver, 2014. "Analysing farmland rental rates using Bayesian geoadditive quantile regression," DARE Discussion Papers 1403, Georg-August University of Göttingen, Department of Agricultural Economics and Rural Development (DARE).
- Nadja Klein & Michel Denuit & Stefan Lang & Thomas Kneib, 2013. "Nonlife Ratemaking and Risk Management with Bayesian Additive Models for Location, Scale and Shape," Working Papers 2013-24, Faculty of Economics and Statistics, University of Innsbruck.
- Alexander Razen & Wolfgang Brunauer & Nadja Klein & Thomas Kneib & Stefan Lang & Nikolaus Umlauf, 2014. "Statistical Risk Analysis for Real Estate Collateral Valuation using Bayesian Distributional and Quantile Regression," Working Papers 2014-12, Faculty of Economics and Statistics, University of Innsbruck.
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Keywordsgeneralised additive models for location scale and shape; iteratively weighted least squares proposal; Markov chain Monte Carlo simulation; penalised splines; semiparametric regression;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-10-11 (All new papers)
- NEP-ECM-2013-10-11 (Econometrics)
- NEP-ORE-2013-10-11 (Operations Research)
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