3 papers
math.ST2022
Local linear smoothing in additive models as data projection
Munir Hiabu, Enno Mammen, Joseph T. Meyer
We discuss local linear smooth backfitting for additive non-parametric models. This procedure is well known for achieving optimal convergence rates under appropriate smoothness con…
stat.ME2019
Non-Smooth Backfitting for Excess Risk Additive Regression Model with Two Survival Time-Scales
Munir Hiabu, Jens P. Nielsen, Thomas H. Scheike
We present a new backfitting algorithm estimating the complex structured non-parametric survival model of Scheike (2001) without having to use smoothing. The considered model is a…
stat.AP2019
Continuous chain-ladder with paid data
Stephan M. Bischofberger, Munir Hiabu, Alex Isakson
We introduce a continuous-time framework for the prediction of outstanding liabilities, in which chain-ladder development factors arise as a histogram estimator of a cost-weighted…