Pitarque, Albert; Guillen, Montserrat(Editorial Universitat Politècnica de València, 2020-05-19)
[EN] An algorithm to fit regression models aimed at predicted the average
responses beyond a conditional quantile level is presented. This procedure is
implemented in a case study of insured drivers covering almost 10,000. ...
Salas-Molina, Francisco; Rodriguez-Aguilar, Juan A.; Serrà,Joan; Guillen, Montserrat; Martin, Francisco J.(Institut d'Estadística de Catalunya (Idescat), 2018-01)
[EN]
Usual assumptions on the statistical properties of daily net cash flows include normality, absence of correlation and stationarity. We provide a comprehensive study based on a real-world cash flow data set showing ...