7 citations · 10 across the 4 of their papers we have counts for
4 papers
Total loss estimation using copula-based regression models
Nicole Kraemer, Eike C. Brechmann, Daniel Silvestrini +1
We present a joint copula-based model for insurance claims and sizes. It uses bivariate copulae to accommodate for the dependence between these quantities. We derive the general di…
On the Peaking Phenomenon of the Lasso in Model Selection
Nicole Kraemer
I briefly report on some unexpected results that I obtained when optimizing the model parameters of the Lasso. In simulations with varying observations-to-variables ratio n=p, I ty…
Boosting for Functional Data
Nicole Kraemer
We deal with the task of supervised learning if the data is of functional type. The crucial point is the choice of the appropriate fitting method (learner). Boosting is a stepwise…
On the shrinkage behavior of partial least squares regression
Nicole Kraemer
We present a formula for the shrinkage factors of the Partial Least Squares regression estimator and deduce some of their properties, in particular the known fact that some of the…