3 papers
stat.ME2026
Varying coefficient model for longitudinal data with informative observation times
Yu Gu, Yangjianchen Xu, Peijun Sang
Varying coefficient models are widely used to characterize dynamic associations between longitudinal outcomes and covariates. Existing work on varying coefficient models, however,…
stat.ML2025
Distribution-free inference for LightGBM and GLM with Tweedie loss
Alokesh Manna, Aditya Vikram Sett, Dipak K. Dey +3
Prediction uncertainty quantification is a key research topic in recent years scientific and business problems. In insurance industries (\cite{parodi2023pricing}), assessing the ra…
stat.ME2024
Interval Estimation of Coefficients in Penalized Regression Models of Insurance Data
Alokesh Manna, Zijian Huang, Dipak K. Dey +2
The Tweedie exponential dispersion family is a popular choice among many to model insurance losses that consist of zero-inflated semicontinuous data. In such data, it is often impo…