5 citations · 7 across the 4 of their papers we have counts for
4 papers
Variable selection for longitudinal survey data
Laura Dumitrescu, Wei Qian, J. N. K. Rao
In this article we propose a new variable selection method for analyzing data collected from longitudinal sample surveys. The procedure is based on the survey-weighted quadratic in…
Tweedie Gradient Boosting for Extremely Unbalanced Zero-inflated Data
He Zhou, Yi Yang, Wei Qian
Tweedie's compound Poisson model is a popular method to model insurance claims with probability mass at zero and nonnegative, highly right-skewed distribution. In particular, it is…
Insurance Premium Prediction via Gradient Tree-Boosted Tweedie Compound Poisson Models
Yi Yang, Wei Qian, Hui Zou
The Tweedie GLM is a widely used method for predicting insurance premiums. However, the structure of the logarithmic mean is restricted to a linear form in the Tweedie GLM, which c…
On the Forecast Combination Puzzle
Wei Qian, Craig A. Rolling, Gang Cheng +1
It is often reported in forecast combination literature that a simple average of candidate forecasts is more robust than sophisticated combining methods. This phenomenon is usually…