290 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Inspire InstituteUS3 papers
- Institut National de Santé PubliqueCI3 papers
- Universidade do Estado do Rio de JaneiroBR2 papers
- Vienna University of Economics and BusinessAT2 papers
- Arizona State UniversityUS1 paper
- Benemérita Universidad Autónoma de PueblaMX1 paper
- Centre National de la Recherche ScientifiqueFR1 paper
- École Centrale de LilleFR1 paper
- Education and Research InstituteUS1 paper
- Fundo BrasilBR1 paper
- Institut d'Anàlisi EconòmicaES1 paper
- Institut de Chimie Moléculaire et des Matériaux d'OrsayFR1 paper
Showing 2023 · stat.MEShow all
2 papers · 2 filters
stat.ME2023
Conformal prediction for frequency-severity modeling
Helton Graziadei, Paulo C. Marques F., Eduardo F. L. de Melo +1
We present a model-agnostic framework for the construction of prediction intervals of insurance claims, with finite sample statistical guarantees, extending the technique of split…
stat.ME2023★ 13 cited
When it counts -- Econometric identification of the basic factor model based on GLT structures
Sylvia Frühwirth-Schnatter, Darjus Hosszejni, Hedibert Freitas Lopes
Despite the popularity of factor models with sparse loading matrices, little attention has been given to formally address identifiability of these models beyond standard rotation-b…