Generalization error for Tweedie models : decomposition and error reduction with bagging
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20220007290 | ||
| 003 | MAP | ||
| 005 | 20220301111727.0 | ||
| 008 | 220301e20210607esp|||p |0|||b|spa d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 100 | 1 | $0MAPA20080096434$aDenuit, Michel | |
| 245 | 1 | 0 | $aGeneralization error for Tweedie models$b: decomposition and error reduction with bagging$cMichel Denuit, Julien Trufin |
| 520 | $aWüthrich and Buser (DOI:10.2139/ssrn.2870308, 2020) studied the generalization error for Poisson regression models. This short note aims to extend their results to the Tweedie family of distributions, to which the Poisson law belongs. In case of bagging, a new condition emerges that becomes increasingly binding with the power parameter involved in the Tweedie variance function. | ||
| 650 | 4 | $0MAPA20080593063$aRegresión no lineal | |
| 650 | 4 | $0MAPA20090041721$aDistribución Poisson-Beta | |
| 650 | 4 | $0MAPA20190011365$aModelo Tweedie | |
| 650 | 4 | $0MAPA20080579258$aCálculo actuarial | |
| 700 | $0MAPA20090039032$aTrufin, Julien | ||
| 773 | 0 | $wMAP20220007085$tEuropean Actuarial Journal$dCham, Switzerland : Springer Nature Switzerland AG, 2021-2022$g07/06/2021 Número 1 - junio 2021 , p. 325-331 |