Boosting multivariate structured additive distributional regression models
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DOI: 10.1002/sim.9699
Abstract: We develop a model‐based boosting approach for multivariate distributional regression within the framework of generalized additive models for location, scale, and shape. Our approach enables the simultaneous modeling of all distribution parameters of an arbitrary… read more here.
Keywords: distributional regression; boosting multivariate; multivariate; response ... See more keywords