Generalized additive models for location, scale and shape: a distributional regression approach, with applications

An emerging field in statistics, distributional regression facilitates the modelling of the complete conditional distribution, rather than just the mean. This book introduces generalized additive models for location, scale and shape (GAMLSS) - one of the most important classes of distributional regr...

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Bibliographische Detailangaben
Hauptverfasser: Stasinopoulos, Mikis D. (VerfasserIn), Kneib, Thomas 1976- (VerfasserIn), Klein, Nadja 1987- (VerfasserIn), Mayr, Andreas 1983- (VerfasserIn), Heller, Gillian Z. (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Cambridge, United Kingdom Cambridge University Press 2024
Schriftenreihe:Cambridge series in statistical and probabilistic mathematics 56
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Online-Zugang:DE-12
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Zusammenfassung:An emerging field in statistics, distributional regression facilitates the modelling of the complete conditional distribution, rather than just the mean. This book introduces generalized additive models for location, scale and shape (GAMLSS) - one of the most important classes of distributional regression. Taking a broad perspective, the authors consider penalized likelihood inference, Bayesian inference, and boosting as potential ways of estimating models and illustrate their usage in complex applications. Written by the international team who developed GAMLSS, the text's focus on practical questions and problems sets it apart. Case studies demonstrate how researchers in statistics and other data-rich disciplines can use the model in their work, exploring examples ranging from fetal ultrasounds to social media performance metrics. The R code and data sets for the case studies are available on the book's companion website, allowing for replication and further study.
Beschreibung:1 Online-Ressource (xx, 285 Seiten)
ISBN:9781009410076
DOI:10.1017/9781009410076

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