Group regularization for zero-inflated poisson regression models with an application to insurance ratemaking

DOI10.1080/02664763.2018.1555232OpenAlexW2905533481WikidataQ128774247 ScholiaQ128774247MaRDI QIDQ5036649

Broti Garai, Shrabanti Chowdhury, Saptarshi Chatterjee, Himel Mallick, Prithish Banerjee

Publication date: 23 February 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2018.1555232

zbMATH Keywords

Lassobi-level variable selectionzero-inflated Poissongroup bridgeratemakinggroup regularization

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Related Items (2)

Gooogle ⋮ On the rank-deficient canonical correlation technique solved by analytic spectral decomposition

Uses Software

• GitHub

Cites Work

• Unnamed Item
• Penalized methods for bi-level variable selection
• Likelihood-based and Bayesian methods for Tweedie compound Poisson linear mixed models
• Estimating classification error rate: repeated cross-validation, repeated hold-out and bootstrap
• Estimating the dimension of a model
• A note on the adaptive Lasso for zero-inflated Poisson regression
• Bridge regression: adaptivity and group selection
• Unified LASSO Estimation by Least Squares Approximation
• A group bridge approach for variable selection
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
• Zero-Inflated Poisson Regression, with an Application to Defects in Manufacturing
• Variable selection approach for zero-inflated count data via adaptive lasso
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Some Comments on C P
• A new look at the statistical model identification

This page was built for publication: Group regularization for zero-inflated poisson regression models with an application to insurance ratemaking