The balanced credibility estimators with correlation risk and inflation factor
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DOI: 10.1007/s00362-015-0719-6
Abstract: In classical credibility theory, claims are assumed to be independent over risks and the premiums are derived under squared loss functions. However, in many practical situations, the assumptions may be violated in some situations. Hence,… read more here.
Keywords: credibility estimators; inflation factor; credibility; balanced credibility ... See more keywords
Variance Inflation Factor and Condition Number in multiple linear regression
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DOI: 10.1080/00949655.2018.1463376
Abstract: ABSTRACT The Variance Inflation Factor and the Condition Number are measures traditionally applied to detect the presence of collinearity in a multiple linear model. This paper presents the relation and the difference between both measures… read more here.
Keywords: variance inflation; multiple linear; condition number; inflation factor ... See more keywords
Kalman Filter and Correlated Measurement Noise: The Variance Inflation Factor
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DOI: 10.1109/taes.2021.3103564
Abstract: Observations from high rate sensors are known to be time-correlated. When processed in a Kalman filter (KF) without accounting for correlations, i) a discrepancy with the true solution occurs, up to a divergence of the… read more here.
Keywords: noise; correlated measurement; kalman filter; measurement noise ... See more keywords