One-step closed-form estimator for generalized linear model with categorical explanatory variables-Reference-Cited by-同舟云学术

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One-step closed-form estimator for generalized linear model with categorical explanatory variables

Published:2023-10-14 Issue:6 Volume:33 Page:
ISSN:0960-3174
Container-title:Statistics and Computing
language:en
Short-container-title:Stat Comput

Author:

Brouste Alexandre,Dutang Christophe,Hovsepyan Lilit,Rohmer Tom

Publisher

Springer Science and Business Media LLC

Subject

Computational Theory and Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability,Theoretical Computer Science

Link

https://link.springer.com/content/pdf/10.1007/s11222-023-10313-4.pdf

Reference18 articles.

1. Brouste, A., Dutang, C., Ntousa Meniedou, D.: Onestep - Le Cam’s onestep estimation procedure. R J. 13(1), 366–377 (2021)

2. Brouste, A., Dutang, C., Rohmer, T.: Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling. Comput. Stat. 35(2), 689–724 (2020)

3. Brouste, A., Dutang, C., Rohmer, T.: A closed-form alternative estimator for GLM with categorical explanatory variables. Commun. Stat.-Simul. Comput. 1–17 (2022)

4. Brouste, A., Masuda, H.: Efficient estimation of stable Lévy process with symmetric jumps. Stat. Infer. Stoch. Process. 21, 289–307 (2018)

5. Brouste, A., Soltane, M., Votsi, E.: Onestep estimation for the fractional gaussian noise model at high-frequency. ESAIM Probab. Stat. 24, 827–841 (2020)

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